Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -396554.7551 | 103479.0298 | -500033.7849 | 21401455.5664 | 5668880.3237 | 15732575.2427 |
Total P&L (%) | -396.5548 | 103.479 | -500.0338 | 21401.4556 | 5668.8803 | 15732.5752 |
Avg Daily Profit (%) | -0.2177 | 0.0568 | -0.2745 | 0.2952 | 0.2228 | 0.2784 |
Buy And Hold Return (%) | 748.7426 | 748.7426 | 748.7426 | 748.7426 | 748.7426 | 748.7426 |
Max Trade Drawdown | -629801 | -65059 | -652517 | -5078987 | -1628850 | -4512502 |
Profit Factor | 0.6061 | 1.8146 | 0.4315 | 2.5334 | 2.2141 | 2.6939 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 121 | 56 | 65 | 63 | 31 | 32 |
Losing Trades | 24 | 17 | 7 | 82 | 42 | 40 |
Profitability (%) | 83.4483 | 76.7123 | 90.2778 | 43.4483 | 42.4658 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.1202 | 0.5509 | 0.0465 | 3.2974 | 2.9997 | 3.3674 |
Largest Winning Trade | 30029 | 30029 | 27118 | 9715821 | 2504022 | 9715821 |
Largest Losing Trade | -531872 | -65059 | -531872 | -4512502 | -947222 | -4512502 |
Avg Bars in Trades | 41 | 13 | 68 | 41 | 13 | 68 |
Avg Bars in Winners | 21 | 6 | 34 | 45 | 19 | 70 |
Avg Bars in Losers | 139 | 38 | 387 | 37 | 9 | 67 |
Bars Traded | 5969 | 1017 | 4952 | 5969 | 1017 | 4952 |
Profit Streak | 185.9314 | 185.9314 | 227.4314 | 185.9314 | 185.9314 | 227.4314 |
Trades During Streak | 10 | 5 | 11 | 10 | 5 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574346 | -348711 | -653526 | 470262 | -60752 | -66227 |
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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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