Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -199173.5825 | 166181.1523 | -365354.7348 | 7451537.1226 | -862524.0338 | 8314061.1564 |
Total P&L (%) | -199.1736 | 166.1812 | -365.3547 | 7451.5371 | -862.524 | 8314.0612 |
Avg Daily Profit (%) | -0.0794 | 0.0662 | -0.1456 | 0.1724 | 0 | 0.1767 |
Buy And Hold Return (%) | 355.8085 | 355.8085 | 355.8085 | 355.8085 | 355.8085 | 355.8085 |
Max Trade Drawdown | -365287 | -65047 | -444305 | -5998936 | -2697161 | -4845145 |
Profit Factor | 0.7442 | 2.0799 | 0.4151 | 1.7357 | 0.8183 | 2.545 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 73 | 34 | 39 | 35 | 18 | 17 |
Losing Trades | 24 | 15 | 9 | 62 | 31 | 31 |
Profitability (%) | 75.2577 | 69.3878 | 81.25 | 36.0825 | 36.7347 | 35.4167 |
Ratio Avg Win / Avg Loss | 0.2447 | 0.9176 | 0.0958 | 3.0747 | 1.4093 | 4.641 |
Largest Winning Trade | 58963 | 58963 | 28096 | 12417775 | 1307137 | 12417775 |
Largest Losing Trade | -365287 | -57218 | -365287 | -1226660 | -877183 | -1226660 |
Avg Bars in Trades | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Winners | 23 | 25 | 21 | 73 | 98 | 48 |
Avg Bars in Losers | 122 | 120 | 126 | 33 | 29 | 36 |
Bars Traded | 4633 | 2673 | 1960 | 4633 | 2673 | 1960 |
Profit Streak | 120.8131 | 120.8131 | 234.8131 | 120.8131 | 120.8131 | 234.8131 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575580 | -265562 | -575300 | 263704 | -583215 | 305537 |
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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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