Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -216529.1962 | 127635.8602 | -344165.0564 | 5260514.4201 | 765080.2835 | 4495434.1366 |
Total P&L (%) | -216.5292 | 127.6359 | -344.1651 | 5260.5144 | 765.0803 | 4495.4341 |
Avg Daily Profit (%) | -0.1196 | 0.0705 | -0.1901 | 0.2202 | 0.1192 | 0.2116 |
Buy And Hold Return (%) | 173.9035 | 173.9035 | 173.9035 | 173.9035 | 173.9035 | 173.9035 |
Max Trade Drawdown | -559737 | -106724 | -595690 | -2723807 | -2684202 | -690654 |
Profit Factor | 0.7498 | 1.5639 | 0.4615 | 2.0306 | 1.2015 | 4.4384 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 89 | 44 | 45 | 79 | 37 | 42 |
Losing Trades | 19 | 10 | 9 | 29 | 17 | 12 |
Profitability (%) | 82.4074 | 81.4815 | 83.3333 | 73.1481 | 68.5185 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.1601 | 0.3554 | 0.0923 | 0.7454 | 0.552 | 1.2681 |
Largest Winning Trade | 22636 | 22636 | 19855 | 1675956 | 494641 | 1675956 |
Largest Losing Trade | -357768 | -70887 | -357768 | -2684202 | -2684202 | -690654 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 13 | 8 | 17 | 17 | 7 | 26 |
Avg Bars in Losers | 111 | 121 | 99 | 65 | 79 | 47 |
Bars Traded | 3284 | 1604 | 1680 | 3284 | 1604 | 1680 |
Profit Streak | 28.6162 | 149.6162 | 28.6162 | 28.6162 | 149.6162 | 28.6162 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575082 | -438827 | -756080 | 499136 | -213351 | -161504 |
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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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