Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1517356.1845 | 152056.3335 | -1669412.518 | 12280157.6784 | -15512730.2285 | 27792887.9069 |
Total P&L (%) | -1517.3562 | 152.0563 | -1669.4125 | 12280.1577 | -15512.7302 | 27792.8879 |
Avg Daily Profit (%) | -0.8153 | 0.0817 | -0.8971 | 0.2593 | 0 | 0.303 |
Buy And Hold Return (%) | 11143.1068 | 11143.1068 | 11143.1068 | 11143.1068 | 11143.1068 | 11143.1068 |
Max Trade Drawdown | -1770206 | -129273 | -1764946 | -22860375 | -22715367 | -6431622 |
Profit Factor | 0.3006 | 1.6874 | 0.1431 | 1.227 | 0.5645 | 2.5037 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 68 | 35 | 33 | 58 | 29 | 29 |
Losing Trades | 22 | 10 | 12 | 32 | 16 | 16 |
Profitability (%) | 75.5556 | 77.7778 | 73.3333 | 64.4444 | 64.4444 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.0972 | 0.4821 | 0.052 | 0.6769 | 0.3115 | 1.3813 |
Largest Winning Trade | 32609 | 32609 | 30318 | 24997596 | 2752529 | 24997596 |
Largest Losing Trade | -1064541 | -64954 | -1064541 | -11031175 | -11031175 | -6190534 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 36 | 41 | 32 | 50 | 36 | 64 |
Avg Bars in Losers | 194 | 158 | 224 | 120 | 123 | 118 |
Bars Traded | 6778 | 3029 | 3749 | 6778 | 3029 | 3749 |
Profit Streak | 101.2581 | 153.7581 | 101.2581 | 101.2581 | 153.7581 | 101.2581 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575433 | -244143 | -576331 | -123612 | -577427 | 442065 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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