Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -337461.0988 | 80065.0217 | -417526.1205 | 4230123.3475 | 1204933.8165 | 3025189.5311 |
Total P&L (%) | -337.4611 | 80.065 | -417.5261 | 4230.1233 | 1204.9338 | 3025.1895 |
Avg Daily Profit (%) | -0.1858 | 0.0441 | -0.2299 | 0.2077 | 0.1416 | 0.1897 |
Buy And Hold Return (%) | 150.196 | 150.196 | 150.196 | 150.196 | 150.196 | 150.196 |
Max Trade Drawdown | -704736 | -80321 | -667468 | -1986832 | -1986832 | -305586 |
Profit Factor | 0.6397 | 1.3812 | 0.4254 | 2.3482 | 1.502 | 5.1033 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 65 | 34 | 31 | 61 | 30 | 31 |
Losing Trades | 22 | 10 | 12 | 26 | 14 | 12 |
Profitability (%) | 74.7126 | 77.2727 | 72.093 | 70.1149 | 68.1818 | 72.093 |
Ratio Avg Win / Avg Loss | 0.2165 | 0.4062 | 0.1647 | 1.0009 | 0.7009 | 1.9755 |
Largest Winning Trade | 23691 | 23691 | 21395 | 748040 | 512633 | 748040 |
Largest Losing Trade | -363891 | -60172 | -363891 | -1986832 | -1986832 | -305586 |
Avg Bars in Trades | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Winners | 16 | 12 | 21 | 24 | 13 | 35 |
Avg Bars in Losers | 95 | 85 | 103 | 65 | 64 | 65 |
Bars Traded | 3191 | 1292 | 1899 | 3191 | 1292 | 1899 |
Profit Streak | 39.3642 | 116.3642 | 39.3642 | 39.3642 | 116.3642 | 39.3642 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575526 | -295518 | -576875 | 580313 | 6614 | 710039 |
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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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