Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -247266.6654 | 127908.5986 | -375175.264 | 7731020.3957 | 1098099.0117 | 6632921.3841 |
Total P&L (%) | -247.2667 | 127.9086 | -375.1753 | 7731.0204 | 1098.099 | 6632.9214 |
Avg Daily Profit (%) | -0.1315 | 0.068 | -0.1996 | 0.2322 | 0.1322 | 0.2242 |
Buy And Hold Return (%) | 246.9735 | 246.9735 | 246.9735 | 246.9735 | 246.9735 | 246.9735 |
Max Trade Drawdown | -386585 | -83433 | -458362 | -3060925 | -1963287 | -2926682 |
Profit Factor | 0.6739 | 1.9885 | 0.4034 | 1.854 | 1.2444 | 2.4549 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 73 | 34 | 39 | 43 | 23 | 20 |
Losing Trades | 13 | 9 | 4 | 43 | 20 | 23 |
Profitability (%) | 84.8837 | 79.0698 | 90.6977 | 50 | 53.4884 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.12 | 0.5264 | 0.0414 | 1.854 | 1.0821 | 2.8231 |
Largest Winning Trade | 42913 | 42913 | 17796 | 7290970 | 1198696 | 7290970 |
Largest Losing Trade | -350235 | -50889 | -350235 | -1669617 | -1669617 | -1628047 |
Avg Bars in Trades | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Winners | 19 | 24 | 15 | 71 | 80 | 61 |
Avg Bars in Losers | 302 | 229 | 468 | 53 | 51 | 55 |
Bars Traded | 5396 | 2898 | 2498 | 5396 | 2898 | 2498 |
Profit Streak | 39.2573 | 181.5906 | 39.2573 | 39.2573 | 181.5906 | 39.2573 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574369 | -261665 | -574810 | 489555 | -16345 | 453767 |
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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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