Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -39993.7446 | 232317.9549 | -272311.6995 | 3739565.4334 | 1014810.385 | 2724755.0484 |
Total P&L (%) | -39.9937 | 232.318 | -272.3117 | 3739.5654 | 1014.8104 | 2724.755 |
Avg Daily Profit (%) | -0.016 | 0.093 | -0.109 | 0.1461 | 0.0965 | 0.1338 |
Buy And Hold Return (%) | 688.5047 | 688.5047 | 688.5047 | 688.5047 | 688.5047 | 688.5047 |
Max Trade Drawdown | -320877 | -54984 | -370160 | -1374016 | -540332 | -1014587 |
Profit Factor | 0.9433 | 2.7435 | 0.5242 | 2.2115 | 2.048 | 2.2862 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 160 | 82 | 78 | 100 | 50 | 50 |
Losing Trades | 24 | 10 | 14 | 84 | 42 | 42 |
Profitability (%) | 86.9565 | 89.1304 | 84.7826 | 54.3478 | 54.3478 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.1415 | 0.3346 | 0.0941 | 1.8577 | 1.7203 | 1.9204 |
Largest Winning Trade | 31449 | 31449 | 19778 | 3164163 | 421068 | 3164163 |
Largest Losing Trade | -320877 | -49641 | -320877 | -908519 | -271268 | -908519 |
Avg Bars in Trades | 80 | 83 | 76 | 80 | 83 | 76 |
Avg Bars in Winners | 42 | 50 | 34 | 63 | 61 | 65 |
Avg Bars in Losers | 328 | 355 | 309 | 99 | 109 | 89 |
Bars Traded | 14758 | 7713 | 7045 | 14758 | 7713 | 7045 |
Profit Streak | 22.5199 | 137.5199 | 22.5199 | 22.5199 | 137.5199 | 22.5199 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573377 | -225965 | -574988 | 311225 | -76396 | -10222 |
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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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