Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -352571.6469 | 90389.9285 | -442961.5754 | 2426205.9929 | 176070.4726 | 2250135.5203 |
Total P&L (%) | -352.5716 | 90.3899 | -442.9616 | 2426.206 | 176.0705 | 2250.1355 |
Avg Daily Profit (%) | -0.1959 | 0.0502 | -0.2461 | 0.1796 | 0.0564 | 0.1756 |
Buy And Hold Return (%) | 273.7956 | 273.7956 | 273.7956 | 273.7956 | 273.7956 | 273.7956 |
Max Trade Drawdown | -665897 | -144446 | -641758 | -1742017 | -1739544 | -339474 |
Profit Factor | 0.6315 | 1.3466 | 0.3634 | 1.8309 | 1.071 | 6.1085 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 107 | 54 | 53 | 95 | 47 | 48 |
Losing Trades | 21 | 10 | 11 | 33 | 17 | 16 |
Profitability (%) | 83.5938 | 84.375 | 82.8125 | 74.2188 | 73.4375 | 75 |
Ratio Avg Win / Avg Loss | 0.1239 | 0.2494 | 0.0754 | 0.636 | 0.3874 | 2.0362 |
Largest Winning Trade | 29738 | 29738 | 11967 | 912558 | 535277 | 912558 |
Largest Losing Trade | -327618 | -72134 | -327618 | -1739544 | -1739544 | -309483 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 23 | 15 | 32 | 26 | 11 | 40 |
Avg Bars in Losers | 191 | 239 | 147 | 123 | 157 | 87 |
Bars Traded | 6560 | 3229 | 3331 | 6560 | 3229 | 3331 |
Profit Streak | 98.383 | 143.133 | 98.383 | 98.383 | 143.133 | 98.383 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574287 | -426368 | -714358 | 502221 | -562145 | -118145 |
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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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