Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -895381.5269 | 554257.0436 | -1449638.5705 | 34839918.4326 | 16559688.0962 | 18280230.3364 |
Total P&L (%) | -895.3815 | 554.257 | -1449.6386 | 34839.9184 | 16559.6881 | 18280.2303 |
Avg Daily Profit (%) | -0.4764 | 0.2949 | -0.7713 | 0.3121 | 0.2725 | 0.2778 |
Buy And Hold Return (%) | 7195.9022 | 7195.9022 | 7195.9022 | 7195.9022 | 7195.9022 | 7195.9022 |
Max Trade Drawdown | -1661613 | -118601 | -1601356 | -7212086 | -7163824 | -7212086 |
Profit Factor | 0.5562 | 3.0211 | 0.1685 | 2.1629 | 2.0039 | 2.3577 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 75 | 36 | 39 | 73 | 35 | 38 |
Losing Trades | 32 | 18 | 14 | 34 | 19 | 15 |
Profitability (%) | 70.0935 | 66.6667 | 73.5849 | 68.2243 | 64.8148 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.2373 | 1.5106 | 0.0605 | 1.0074 | 1.0878 | 0.9307 |
Largest Winning Trade | 441101 | 441101 | 25565 | 7776748 | 5680160 | 7776748 |
Largest Losing Trade | -1145081 | -54008 | -1145081 | -7212086 | -6329748 | -7212086 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 20 | 25 | 15 | 23 | 26 | 20 |
Avg Bars in Losers | 61 | 55 | 69 | 52 | 52 | 52 |
Bars Traded | 3505 | 1923 | 1582 | 3505 | 1923 | 1582 |
Profit Streak | 163.4871 | 163.4871 | 281.9871 | 163.4871 | 163.4871 | 281.9871 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576228 | -328086 | -756105 | 533956 | -170694 | -168676 |
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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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