Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -48476.6779 | 312873.6613 | -361350.3392 | 72345737.789 | 21100801.9974 | 51244935.7916 |
Total P&L (%) | -48.4767 | 312.8737 | -361.3503 | 72345.7378 | 21100.802 | 51244.9358 |
Avg Daily Profit (%) | -0.0193 | 0.1248 | -0.1442 | 0.2631 | 0.2139 | 0.2493 |
Buy And Hold Return (%) | 399.0493 | 399.0493 | 399.0493 | 399.0493 | 399.0493 | 399.0493 |
Max Trade Drawdown | -485772 | -52410 | -532173 | -25971969 | -12163761 | -18152618 |
Profit Factor | 0.9418 | 3.9673 | 0.5036 | 2.91 | 2.147 | 3.6305 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 17 | 24 | 35 | 18 | 17 |
Losing Trades | 26 | 16 | 10 | 32 | 15 | 17 |
Profitability (%) | 61.194 | 51.5152 | 70.5882 | 52.2388 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.5973 | 3.734 | 0.2098 | 2.6605 | 1.7891 | 3.6305 |
Largest Winning Trade | 86874 | 86874 | 48927 | 48495081 | 27895498 | 48495081 |
Largest Losing Trade | -485772 | -20543 | -485772 | -5455326 | -5455326 | -4013309 |
Avg Bars in Trades | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Winners | 82 | 90 | 75 | 103 | 98 | 107 |
Avg Bars in Losers | 143 | 119 | 181 | 108 | 111 | 106 |
Bars Traded | 7092 | 3455 | 3637 | 7092 | 3455 | 3637 |
Profit Streak | 123.3226 | 123.3226 | 240.9893 | 123.3226 | 123.3226 | 511.6559 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698906 | -183994 | -576748 | -105156 | 495491 | 598949 |
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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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