Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -291924.4433 | 86528.5991 | -378453.0424 | 2388497.2206 | 488237.0161 | 1900260.2045 |
Total P&L (%) | -291.9244 | 86.5286 | -378.453 | 2388.4972 | 488.237 | 1900.2602 |
Avg Daily Profit (%) | -0.1616 | 0.0479 | -0.2096 | 0.1781 | 0.0982 | 0.166 |
Buy And Hold Return (%) | 39.4907 | 39.4907 | 39.4907 | 39.4907 | 39.4907 | 39.4907 |
Max Trade Drawdown | -554737 | -125929 | -590599 | -1033905 | -1033905 | -189399 |
Profit Factor | 0.6683 | 1.3744 | 0.4168 | 2.3943 | 1.3325 | 8.7714 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 79 | 39 | 40 | 69 | 32 | 37 |
Losing Trades | 23 | 12 | 11 | 33 | 19 | 14 |
Profitability (%) | 77.451 | 76.4706 | 78.4314 | 67.6471 | 62.7451 | 72.549 |
Ratio Avg Win / Avg Loss | 0.1946 | 0.4229 | 0.1146 | 1.1451 | 0.7912 | 3.3189 |
Largest Winning Trade | 39407 | 39407 | 20613 | 587206 | 513780 | 587206 |
Largest Losing Trade | -354004 | -69567 | -354004 | -1033905 | -1033905 | -171815 |
Avg Bars in Trades | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Winners | 13 | 6 | 20 | 18 | 4 | 31 |
Avg Bars in Losers | 95 | 109 | 80 | 59 | 75 | 38 |
Bars Traded | 3283 | 1574 | 1709 | 3283 | 1574 | 1709 |
Profit Streak | 24.1765 | 145.1765 | 24.1765 | 24.1765 | 145.1765 | 24.1765 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575640 | -310814 | -756603 | 546029 | -240234 | -160312 |
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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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