Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1511477.8289 | 43275.6793 | -1554753.5081 | 309563.1898 | 3339841.7617 | -3030278.5719 |
Total P&L (%) | -1511.4778 | 43.2757 | -1554.7535 | 309.5632 | 3339.8418 | -3030.2786 |
Avg Daily Profit (%) | -0.6406 | 0.0183 | -0.6589 | 0.0598 | 0.1501 | 0 |
Buy And Hold Return (%) | 711.4507 | 711.4507 | 711.4507 | 711.4507 | 711.4507 | 711.4507 |
Max Trade Drawdown | -1705773 | -95615 | -1690560 | -5309216 | -931299 | -6358546 |
Profit Factor | 0.3338 | 1.1452 | 0.2111 | 1.0256 | 1.8852 | 0.6361 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 72 | 33 | 39 | 60 | 31 | 29 |
Losing Trades | 27 | 16 | 11 | 39 | 18 | 21 |
Profitability (%) | 72.7273 | 67.3469 | 78 | 60.6061 | 63.2653 | 58 |
Ratio Avg Win / Avg Loss | 0.1252 | 0.5553 | 0.0595 | 0.6666 | 1.0946 | 0.4607 |
Largest Winning Trade | 34531 | 24963 | 34531 | 2644734 | 2644734 | 1639901 |
Largest Losing Trade | -1335697 | -60386 | -1335697 | -1942281 | -612472 | -1942281 |
Avg Bars in Trades | 93 | 104 | 82 | 93 | 104 | 82 |
Avg Bars in Winners | 47 | 57 | 38 | 87 | 103 | 69 |
Avg Bars in Losers | 216 | 201 | 239 | 103 | 105 | 100 |
Bars Traded | 9251 | 5107 | 4144 | 9251 | 5107 | 4144 |
Profit Streak | 139.7948 | 139.7948 | 277.5448 | 139.7948 | 139.7948 | 277.5448 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575812 | -392862 | -755810 | -469824 | 419056 | -758403 |
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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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