Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -412282.5128 | 178544.0086 | -590826.5215 | 1042694.9186 | -5748517.7658 | 6791212.6844 |
Total P&L (%) | -412.2825 | 178.544 | -590.8265 | 1042.6949 | -5748.5178 | 6791.2127 |
Avg Daily Profit (%) | -0.2198 | 0.0952 | -0.3149 | 0.1299 | 0 | 0.2259 |
Buy And Hold Return (%) | 259.1047 | 259.1047 | 259.1047 | 259.1047 | 259.1047 | 259.1047 |
Max Trade Drawdown | -585066 | -108399 | -679529 | -10100482 | -9491037 | -1533758 |
Profit Factor | 0.6155 | 1.9576 | 0.333 | 1.0641 | 0.5323 | 2.7135 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 82 | 41 | 41 | 70 | 33 | 37 |
Losing Trades | 16 | 8 | 8 | 28 | 16 | 12 |
Profitability (%) | 83.6735 | 83.6735 | 83.6735 | 71.4286 | 67.3469 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.1201 | 0.382 | 0.065 | 0.4257 | 0.2581 | 0.88 |
Largest Winning Trade | 30317 | 30317 | 22191 | 4771491 | 1043311 | 4771491 |
Largest Losing Trade | -581302 | -81490 | -581302 | -8568728 | -8568728 | -1378764 |
Avg Bars in Trades | 35 | 47 | 23 | 35 | 47 | 23 |
Avg Bars in Winners | 14 | 14 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 142 | 212 | 73 | 91 | 121 | 51 |
Bars Traded | 3443 | 2311 | 1132 | 3443 | 2311 | 1132 |
Profit Streak | 120.9533 | 120.9533 | 282.4533 | 120.9533 | 120.9533 | 282.4533 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574367 | -224982 | -574678 | -168037 | -577011 | 569468 |
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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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