Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -288589.9522 | 86071.7339 | -374661.6861 | 1946345.4508 | -180503.7148 | 2126849.1656 |
Total P&L (%) | -288.59 | 86.0717 | -374.6617 | 1946.3455 | -180.5037 | 2126.8492 |
Avg Daily Profit (%) | -0.1591 | 0.0474 | -0.2065 | 0.1665 | 0 | 0.1712 |
Buy And Hold Return (%) | 179.2735 | 179.2735 | 179.2735 | 179.2735 | 179.2735 | 179.2735 |
Max Trade Drawdown | -541331 | -101069 | -580330 | -1626149 | -1528631 | -463305 |
Profit Factor | 0.6719 | 1.3742 | 0.4232 | 1.58 | 0.9213 | 3.0011 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 102 | 52 | 50 | 92 | 45 | 47 |
Losing Trades | 20 | 9 | 11 | 30 | 16 | 14 |
Profitability (%) | 83.6066 | 85.2459 | 81.9672 | 75.4098 | 73.7705 | 77.0492 |
Ratio Avg Win / Avg Loss | 0.1317 | 0.2378 | 0.0931 | 0.5152 | 0.3276 | 0.8939 |
Largest Winning Trade | 26718 | 26718 | 22924 | 1326419 | 250675 | 1326419 |
Largest Losing Trade | -316960 | -70324 | -316960 | -1528631 | -1528631 | -420425 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 15 | 13 | 17 | 19 | 11 | 28 |
Avg Bars in Losers | 167 | 189 | 148 | 102 | 118 | 85 |
Bars Traded | 4926 | 2411 | 2515 | 4926 | 2411 | 2515 |
Profit Streak | 67.9951 | 154.3285 | 67.9951 | 67.9951 | 154.3285 | 67.9951 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574397 | -452239 | -736997 | 479316 | -737875 | -146047 |
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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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