Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267211.8635 | 96061.154 | -363273.0175 | 1398660.5969 | -413368.6019 | 1812029.1988 |
Total P&L (%) | -267.2119 | 96.0612 | -363.273 | 1398.6606 | -413.3686 | 1812.0292 |
Avg Daily Profit (%) | -0.147 | 0.0528 | -0.1998 | 0.149 | 0 | 0.1625 |
Buy And Hold Return (%) | 224.54 | 224.54 | 224.54 | 224.54 | 224.54 | 224.54 |
Max Trade Drawdown | -553735 | -113572 | -562503 | -1594196 | -1594196 | -334234 |
Profit Factor | 0.6947 | 1.3737 | 0.4124 | 1.4067 | 0.8413 | 3.1729 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 94 | 47 | 47 | 86 | 41 | 45 |
Losing Trades | 28 | 14 | 14 | 36 | 20 | 16 |
Profitability (%) | 77.0492 | 77.0492 | 77.0492 | 70.4918 | 67.2131 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.2069 | 0.4092 | 0.1229 | 0.5888 | 0.4104 | 1.1281 |
Largest Winning Trade | 22961 | 22961 | 20118 | 856776 | 399018 | 856776 |
Largest Losing Trade | -326318 | -71789 | -326318 | -1594196 | -1594196 | -327029 |
Avg Bars in Trades | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Winners | 16 | 10 | 23 | 27 | 14 | 38 |
Avg Bars in Losers | 178 | 185 | 172 | 118 | 124 | 110 |
Bars Traded | 6598 | 3103 | 3495 | 6598 | 3103 | 3495 |
Profit Streak | 43.7252 | 170.4752 | 43.7252 | 43.7252 | 170.4752 | 43.7252 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575173 | -446018 | -737964 | 337041 | -738815 | -144942 |
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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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