Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -309256.508 | 79518.8753 | -388775.3833 | 2146574.4421 | -2686.2214 | 2149260.6635 |
Total P&L (%) | -309.2565 | 79.5189 | -388.7754 | 2146.5744 | -2.6862 | 2149.2607 |
Avg Daily Profit (%) | -0.1709 | 0.0439 | -0.2149 | 0.1721 | -0.0015 | 0.1722 |
Buy And Hold Return (%) | 188.3051 | 188.3051 | 188.3051 | 188.3051 | 188.3051 | 188.3051 |
Max Trade Drawdown | -556423 | -97937 | -593541 | -1574288 | -1384871 | -504697 |
Profit Factor | 0.6578 | 1.3411 | 0.4203 | 1.7113 | 0.9987 | 3.2931 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 112 | 56 | 56 | 96 | 48 | 48 |
Losing Trades | 24 | 12 | 12 | 40 | 20 | 20 |
Profitability (%) | 82.3529 | 82.3529 | 82.3529 | 70.5882 | 70.5882 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.141 | 0.2874 | 0.0901 | 0.713 | 0.4161 | 1.3721 |
Largest Winning Trade | 25533 | 25533 | 22924 | 1106416 | 242114 | 1106416 |
Largest Losing Trade | -353569 | -70324 | -353569 | -1384871 | -1384871 | -504697 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 13 | 12 | 14 | 19 | 11 | 26 |
Avg Bars in Losers | 142 | 140 | 143 | 77 | 93 | 61 |
Bars Traded | 4926 | 2402 | 2524 | 4926 | 2402 | 2524 |
Profit Streak | 62.7746 | 148.7746 | 62.7746 | 62.7746 | 148.7746 | 62.7746 |
Trades During Streak | 8 | 9 | 4 | 8 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574410 | -404844 | -684395 | 464626 | -685754 | -92081 |
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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) |
---|