Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -316956.2792 | 43834.0676 | -360790.3468 | 8479170.8618 | 2554487.9101 | 5924682.9517 |
Total P&L (%) | -316.9563 | 43.8341 | -360.7903 | 8479.1709 | 2554.4879 | 5924.683 |
Avg Daily Profit (%) | -0.1748 | 0.0242 | -0.1989 | 0.2458 | 0.1809 | 0.2262 |
Buy And Hold Return (%) | 82.3219 | 82.3219 | 82.3219 | 82.3219 | 82.3219 | 82.3219 |
Max Trade Drawdown | -615839 | -78976 | -552876 | -773214 | -431078 | -1096158 |
Profit Factor | 0.6041 | 1.3223 | 0.4571 | 4.2232 | 2.8536 | 5.7302 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 88 | 39 | 49 | 74 | 39 | 35 |
Losing Trades | 31 | 21 | 10 | 45 | 21 | 24 |
Profitability (%) | 73.9496 | 65 | 83.0508 | 62.1849 | 65 | 59.322 |
Ratio Avg Win / Avg Loss | 0.2128 | 0.712 | 0.0933 | 2.5682 | 1.5365 | 3.9293 |
Largest Winning Trade | 26586 | 19668 | 26586 | 1827362 | 756376 | 1827362 |
Largest Losing Trade | -366079 | -45331 | -366079 | -744036 | -431078 | -744036 |
Avg Bars in Trades | 37 | 15 | 60 | 37 | 15 | 60 |
Avg Bars in Winners | 21 | 4 | 34 | 29 | 17 | 41 |
Avg Bars in Losers | 84 | 35 | 187 | 51 | 10 | 88 |
Bars Traded | 4478 | 912 | 3566 | 4478 | 912 | 3566 |
Profit Streak | 163.4294 | 163.4294 | 240.7627 | 163.4294 | 163.4294 | 240.7627 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575697 | -493797 | -751718 | 681551 | -152669 | -157325 |
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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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