Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -266425.1282 | 67189.9657 | -333615.0938 | 2500473.7883 | 368175.8594 | 2132297.9289 |
Total P&L (%) | -266.4251 | 67.19 | -333.6151 | 2500.4738 | 368.1759 | 2132.2979 |
Avg Daily Profit (%) | -0.1462 | 0.0369 | -0.1831 | 0.1789 | 0.0847 | 0.1705 |
Buy And Hold Return (%) | 33.4322 | 33.4322 | 33.4322 | 33.4322 | 33.4322 | 33.4322 |
Max Trade Drawdown | -525946 | -108763 | -462346 | -1043491 | -1043491 | -730535 |
Profit Factor | 0.6838 | 1.3063 | 0.4647 | 1.9852 | 1.2056 | 3.8554 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 76 | 37 | 39 | 44 | 22 | 22 |
Losing Trades | 13 | 8 | 5 | 45 | 23 | 22 |
Profitability (%) | 85.3933 | 82.2222 | 88.6364 | 49.4382 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 0.117 | 0.2825 | 0.0596 | 2.0304 | 1.2603 | 3.8554 |
Largest Winning Trade | 34087 | 23781 | 34087 | 1419298 | 257122 | 1419298 |
Largest Losing Trade | -457514 | -49303 | -457514 | -1043491 | -1043491 | -261335 |
Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Winners | 13 | 12 | 14 | 41 | 46 | 36 |
Avg Bars in Losers | 166 | 176 | 151 | 30 | 36 | 24 |
Bars Traded | 3196 | 1863 | 1333 | 3196 | 1863 | 1333 |
Profit Streak | 143.5719 | 143.5719 | 447.0719 | 143.5719 | 143.5719 | 447.0719 |
Trades During Streak | 12 | 6 | 18 | 12 | 6 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574227 | -146402 | -574424 | 477734 | -79237 | 589194 |
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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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