Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -38826.6947 | 288644.7226 | -327471.4173 | 4798084.7586 | 1475611.0408 | 3322473.7178 |
Total P&L (%) | -38.8267 | 288.6447 | -327.4714 | 4798.0848 | 1475.611 | 3322.4737 |
Avg Daily Profit (%) | -0.0155 | 0.1154 | -0.1309 | 0.1557 | 0.1103 | 0.1414 |
Buy And Hold Return (%) | 846.6248 | 846.6248 | 846.6248 | 846.6248 | 846.6248 | 846.6248 |
Max Trade Drawdown | -345475 | -56953 | -387309 | -1427926 | -555876 | -1363344 |
Profit Factor | 0.9529 | 2.4449 | 0.4761 | 2.2704 | 2.213 | 2.2977 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 106 | 52 | 54 | 60 | 32 | 28 |
Losing Trades | 31 | 16 | 15 | 77 | 36 | 41 |
Profitability (%) | 77.3723 | 76.4706 | 78.2609 | 43.7956 | 47.0588 | 40.5797 |
Ratio Avg Win / Avg Loss | 0.2787 | 0.7523 | 0.1322 | 2.9136 | 2.4896 | 3.3644 |
Largest Winning Trade | 88517 | 88517 | 28082 | 3867765 | 392568 | 3867765 |
Largest Losing Trade | -345475 | -52283 | -345475 | -1363344 | -259443 | -1363344 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 17 | 17 | 16 | 37 | 44 | 29 |
Avg Bars in Losers | 96 | 96 | 97 | 33 | 28 | 37 |
Bars Traded | 4809 | 2458 | 2351 | 4809 | 2458 | 2351 |
Profit Streak | 33.9807 | 153.4807 | 33.9807 | 33.9807 | 153.4807 | 33.9807 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575021 | -307067 | -677349 | 381960 | -158806 | -105998 |
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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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