Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -412385.9649 | 18764.3042 | -431150.2692 | 2387021.0382 | 600502.0705 | 1786518.9677 |
Total P&L (%) | -412.386 | 18.7643 | -431.1503 | 2387.021 | 600.5021 | 1786.519 |
Avg Daily Profit (%) | -0.2273 | 0.0103 | -0.2377 | 0.1773 | 0.1074 | 0.1621 |
Buy And Hold Return (%) | 188.4615 | 188.4615 | 188.4615 | 188.4615 | 188.4615 | 188.4615 |
Max Trade Drawdown | -701767 | -93743 | -644857 | -421156 | -421156 | -201000 |
Profit Factor | 0.5139 | 1.1025 | 0.3518 | 3.0588 | 1.7204 | 6.4815 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 76 | 36 | 40 | 72 | 33 | 39 |
Losing Trades | 14 | 9 | 5 | 18 | 12 | 6 |
Profitability (%) | 84.4444 | 80 | 88.8889 | 80 | 73.3333 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.0947 | 0.2756 | 0.044 | 0.7647 | 0.6256 | 0.9971 |
Largest Winning Trade | 19317 | 19317 | 15221 | 513859 | 188639 | 513859 |
Largest Losing Trade | -348950 | -66785 | -348950 | -421156 | -421156 | -193405 |
Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Winners | 10 | 11 | 9 | 15 | 11 | 18 |
Avg Bars in Losers | 173 | 160 | 197 | 116 | 123 | 104 |
Bars Traded | 3203 | 1851 | 1352 | 3203 | 1851 | 1352 |
Profit Streak | 89.2291 | 89.2291 | 293.7291 | 89.2291 | 89.2291 | 293.7291 |
Trades During Streak | 19 | 9 | 18 | 19 | 9 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574173 | -448701 | -574334 | 614968 | -46984 | 708906 |
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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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