Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -400220.754 | 25262.7517 | -425483.5057 | 2686647.6498 | 702680.5021 | 1983967.1477 |
Total P&L (%) | -400.2208 | 25.2628 | -425.4835 | 2686.6477 | 702.6805 | 1983.9671 |
Avg Daily Profit (%) | -0.2206 | 0.0139 | -0.2346 | 0.1836 | 0.1149 | 0.1676 |
Buy And Hold Return (%) | 198.0323 | 198.0323 | 198.0323 | 198.0323 | 198.0323 | 198.0323 |
Max Trade Drawdown | -695685 | -93743 | -641943 | -471314 | -471314 | -205122 |
Profit Factor | 0.5277 | 1.138 | 0.3595 | 3.161 | 1.7757 | 6.8813 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 73 | 34 | 39 | 69 | 31 | 38 |
Losing Trades | 13 | 9 | 4 | 17 | 12 | 5 |
Profitability (%) | 84.8837 | 79.0698 | 90.6977 | 80.2326 | 72.093 | 88.3721 |
Ratio Avg Win / Avg Loss | 0.094 | 0.3012 | 0.0369 | 0.7788 | 0.6874 | 0.9054 |
Largest Winning Trade | 19317 | 19317 | 15221 | 544780 | 211365 | 544780 |
Largest Losing Trade | -348950 | -66785 | -348950 | -471314 | -471314 | -193405 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 10 | 12 | 9 | 15 | 12 | 19 |
Avg Bars in Losers | 186 | 160 | 246 | 123 | 122 | 125 |
Bars Traded | 3203 | 1850 | 1352 | 3203 | 1850 | 1352 |
Profit Streak | 89.209 | 89.209 | 293.709 | 89.209 | 89.209 | 293.709 |
Trades During Streak | 19 | 9 | 18 | 19 | 9 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574140 | -405025 | -574173 | 624444 | -36713 | 716023 |
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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) |
---|