Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10527.9279 | 302372.4277 | -312900.3556 | 43709097.0011 | 4268487.6971 | 39440609.304 |
Total P&L (%) | -10.5279 | 302.3724 | -312.9004 | 43709.097 | 4268.4877 | 39440.6093 |
Avg Daily Profit (%) | -0.0042 | 0.1209 | -0.1251 | 0.2435 | 0.1512 | 0.2394 |
Buy And Hold Return (%) | 239.9213 | 239.9213 | 239.9213 | 239.9213 | 239.9213 | 239.9213 |
Max Trade Drawdown | -387158 | -94944 | -476475 | -17635429 | -15494430 | -12139130 |
Profit Factor | 0.989 | 2.2513 | 0.5622 | 2.0286 | 1.1719 | 3.2337 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 73 | 36 | 37 | 67 | 34 | 33 |
Losing Trades | 54 | 27 | 27 | 60 | 29 | 31 |
Profitability (%) | 57.4803 | 57.1429 | 57.8125 | 52.7559 | 53.9683 | 51.5625 |
Ratio Avg Win / Avg Loss | 0.7316 | 1.6885 | 0.4103 | 1.8167 | 0.9995 | 3.0377 |
Largest Winning Trade | 73707 | 73707 | 36874 | 40436102 | 15515901 | 40436102 |
Largest Losing Trade | -382249 | -37371 | -382249 | -4536218 | -4536218 | -3542176 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 50 | 43 | 57 | 55 | 65 | 45 |
Avg Bars in Losers | 62 | 77 | 47 | 55 | 50 | 61 |
Bars Traded | 7075 | 3663 | 3412 | 7075 | 3663 | 3412 |
Profit Streak | 150.6746 | 150.6746 | 220.3412 | 150.6746 | 150.6746 | 220.3412 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578059 | -256885 | -717588 | 517383 | -170730 | -123064 |
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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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