Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -963393.5603 | 208876.2877 | -1172269.848 | 4643194.726 | 1085399.8141 | 3557794.9118 |
Total P&L (%) | -963.3936 | 208.8763 | -1172.2698 | 4643.1947 | 1085.3998 | 3557.7949 |
Avg Daily Profit (%) | -0.5329 | 0.1156 | -0.6485 | 0.2137 | 0.1369 | 0.1993 |
Buy And Hold Return (%) | 809.6821 | 809.6821 | 809.6821 | 809.6821 | 809.6821 | 809.6821 |
Max Trade Drawdown | -1120135 | -109124 | -431222 | -3744333 | -3660420 | -2164039 |
Profit Factor | 0.4655 | 1.7132 | 0.2234 | 1.3485 | 1.1282 | 1.7319 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 77 | 37 | 40 | 61 | 28 | 33 |
Losing Trades | 41 | 22 | 19 | 57 | 31 | 26 |
Profitability (%) | 65.2542 | 62.7119 | 67.7966 | 51.6949 | 47.4576 | 55.9322 |
Ratio Avg Win / Avg Loss | 0.2478 | 1.0187 | 0.1061 | 1.26 | 1.2491 | 1.3645 |
Largest Winning Trade | 42166 | 42166 | 26763 | 2125634 | 1727230 | 2125634 |
Largest Losing Trade | -982405 | -72064 | -982405 | -3305326 | -3305326 | -925650 |
Avg Bars in Trades | 89 | 90 | 87 | 89 | 90 | 87 |
Avg Bars in Winners | 52 | 47 | 56 | 106 | 118 | 96 |
Avg Bars in Losers | 159 | 163 | 154 | 70 | 65 | 76 |
Bars Traded | 10552 | 5362 | 5190 | 10552 | 5362 | 5190 |
Profit Streak | 34.2284 | 34.2284 | 41.2284 | 34.2284 | 34.2284 | 41.2284 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577042 | -376872 | -753726 | 348090 | -326310 | -166154 |
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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) |
---|