Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -513646.7534 | 60698.9066 | -574345.6599 | 4837753.0168 | 2103740.3542 | 2734012.6626 |
Total P&L (%) | -513.6468 | 60.6989 | -574.3457 | 4837.753 | 2103.7404 | 2734.0127 |
Avg Daily Profit (%) | -0.5769 | 0.0682 | -0.6451 | 0.4389 | 0.348 | 0.3763 |
Buy And Hold Return (%) | 464.7564 | 464.7564 | 464.7564 | 464.7564 | 464.7564 | 464.7564 |
Max Trade Drawdown | -677295 | -16364 | -678133 | -4026557 | -355367 | -4049856 |
Profit Factor | 0.4036 | 2.628 | 0.303 | 1.736 | 3.5003 | 1.477 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 66 | 30 | 36 | 54 | 26 | 28 |
Losing Trades | 16 | 11 | 5 | 28 | 15 | 13 |
Profitability (%) | 80.4878 | 73.1707 | 87.8049 | 65.8537 | 63.4146 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.0979 | 0.9636 | 0.0421 | 0.9001 | 2.0194 | 0.6858 |
Largest Winning Trade | 25927 | 9041 | 25927 | 3346410 | 483149 | 3346410 |
Largest Losing Trade | -497470 | -10409 | -497470 | -3923527 | -346765 | -3923527 |
Avg Bars in Trades | 30 | 4 | 56 | 30 | 4 | 56 |
Avg Bars in Winners | 16 | 3 | 27 | 23 | 4 | 40 |
Avg Bars in Losers | 88 | 7 | 266 | 45 | 5 | 91 |
Bars Traded | 2510 | 196 | 2314 | 2510 | 196 | 2314 |
Profit Streak | 38.3051 | 38.3051 | 40.9718 | 38.3051 | 38.3051 | 40.9718 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583834 | -261142 | -574669 | 203579 | 622241 | 436729 |
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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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