Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -329340.2728 | 101963.6801 | -431303.9528 | 4147920.6624 | 302978.8191 | 3844941.8433 |
Total P&L (%) | -329.3403 | 101.9637 | -431.304 | 4147.9207 | 302.9788 | 3844.9418 |
Avg Daily Profit (%) | -0.182 | 0.0563 | -0.2384 | 0.2074 | 0.0771 | 0.2033 |
Buy And Hold Return (%) | 327.4878 | 327.4878 | 327.4878 | 327.4878 | 327.4878 | 327.4878 |
Max Trade Drawdown | -642805 | -118374 | -656702 | -1891860 | -1891860 | -808345 |
Profit Factor | 0.6517 | 1.4239 | 0.3883 | 1.9921 | 1.0936 | 5.0738 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 84 | 41 | 43 | 76 | 37 | 39 |
Losing Trades | 18 | 10 | 8 | 26 | 14 | 12 |
Profitability (%) | 82.3529 | 80.3922 | 84.3137 | 74.5098 | 72.549 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.1397 | 0.3473 | 0.0722 | 0.6815 | 0.4138 | 1.5612 |
Largest Winning Trade | 29738 | 29738 | 18701 | 2203790 | 562174 | 2203790 |
Largest Losing Trade | -334160 | -72614 | -334160 | -1891860 | -1891860 | -750780 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 15 | 8 | 22 | 18 | 9 | 27 |
Avg Bars in Losers | 110 | 128 | 89 | 71 | 89 | 49 |
Bars Traded | 3280 | 1620 | 1660 | 3280 | 1620 | 1660 |
Profit Streak | 19.7457 | 156.2457 | 19.7457 | 19.7457 | 156.2457 | 19.7457 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575046 | -458934 | -755968 | 500387 | -550744 | -160152 |
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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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