Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -696303.1558 | 232177.33 | -928480.4857 | 10122211.6098 | 3841052.1222 | 6281159.4876 |
Total P&L (%) | -696.3032 | 232.1773 | -928.4805 | 10122.2116 | 3841.0521 | 6281.1595 |
Avg Daily Profit (%) | -0.3831 | 0.1278 | -0.5109 | 0.2549 | 0.2024 | 0.2289 |
Buy And Hold Return (%) | 673.2483 | 673.2483 | 673.2483 | 673.2483 | 673.2483 | 673.2483 |
Max Trade Drawdown | -1089168 | -110894 | -1056061 | -9902213 | -6642963 | -6285715 |
Profit Factor | 0.5317 | 1.7922 | 0.2223 | 1.3615 | 1.2189 | 1.6009 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 108 | 52 | 56 | 100 | 48 | 52 |
Losing Trades | 24 | 14 | 10 | 32 | 18 | 14 |
Profitability (%) | 81.8182 | 78.7879 | 84.8485 | 75.7576 | 72.7273 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.1182 | 0.4825 | 0.0397 | 0.4357 | 0.4571 | 0.431 |
Largest Winning Trade | 238902 | 238902 | 18496 | 8325277 | 8325277 | 5618204 |
Largest Losing Trade | -650690 | -71001 | -650690 | -4701334 | -4119540 | -4701334 |
Avg Bars in Trades | 38 | 50 | 26 | 38 | 50 | 26 |
Avg Bars in Winners | 15 | 18 | 12 | 21 | 23 | 19 |
Avg Bars in Losers | 138 | 165 | 100 | 90 | 120 | 51 |
Bars Traded | 5026 | 3302 | 1724 | 5026 | 3302 | 1724 |
Profit Streak | 129.0605 | 129.0605 | 266.7272 | 129.0605 | 129.0605 | 266.7272 |
Trades During Streak | 18 | 9 | 16 | 18 | 9 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574357 | -306516 | -698711 | 467788 | -114565 | -110025 |
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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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