Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -37708.999 | 260790.8988 | -298499.8978 | 3943191.186 | 1326085.1874 | 2617105.9986 |
Total P&L (%) | -37.709 | 260.7909 | -298.4999 | 3943.1912 | 1326.0852 | 2617.106 |
Avg Daily Profit (%) | -0.0151 | 0.1043 | -0.1194 | 0.1481 | 0.1064 | 0.1322 |
Buy And Hold Return (%) | 876.3458 | 876.3458 | 876.3458 | 876.3458 | 876.3458 | 876.3458 |
Max Trade Drawdown | -352204 | -64045 | -357475 | -1249755 | -439218 | -1249755 |
Profit Factor | 0.9538 | 2.711 | 0.5504 | 2.3044 | 2.6028 | 2.1919 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 106 | 52 | 54 | 74 | 36 | 38 |
Losing Trades | 36 | 19 | 17 | 68 | 35 | 33 |
Profitability (%) | 74.6479 | 73.2394 | 76.0563 | 52.1127 | 50.7042 | 53.5211 |
Ratio Avg Win / Avg Loss | 0.3239 | 0.9906 | 0.1733 | 2.1175 | 2.5305 | 1.9035 |
Largest Winning Trade | 59961 | 59961 | 27610 | 2884269 | 354898 | 2884269 |
Largest Losing Trade | -352204 | -46175 | -352204 | -1249755 | -130105 | -1249755 |
Avg Bars in Trades | 103 | 109 | 98 | 103 | 109 | 98 |
Avg Bars in Winners | 66 | 67 | 65 | 104 | 113 | 96 |
Avg Bars in Losers | 214 | 224 | 202 | 102 | 104 | 100 |
Bars Traded | 14727 | 7746 | 6981 | 14727 | 7746 | 6981 |
Profit Streak | 53.4695 | 107.1361 | 53.4695 | 53.4695 | 107.1361 | 53.4695 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575633 | -299339 | -662673 | 358386 | -141187 | -99880 |
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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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