Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -264650.8949 | 77498.5908 | -342149.4857 | 3561095.9522 | 603705.8775 | 2957390.0747 |
Total P&L (%) | -264.6509 | 77.4986 | -342.1495 | 3561.096 | 603.7059 | 2957.3901 |
Avg Daily Profit (%) | -0.1458 | 0.0427 | -0.1885 | 0.1986 | 0.1076 | 0.1886 |
Buy And Hold Return (%) | 304.1119 | 304.1119 | 304.1119 | 304.1119 | 304.1119 | 304.1119 |
Max Trade Drawdown | -543443 | -90125 | -584553 | -1721325 | -1721325 | -369553 |
Profit Factor | 0.6792 | 1.3864 | 0.452 | 2.2992 | 1.2722 | 6.6539 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 79 | 38 | 41 | 69 | 31 | 38 |
Losing Trades | 17 | 10 | 7 | 27 | 17 | 10 |
Profitability (%) | 82.2917 | 79.1667 | 85.4167 | 71.875 | 64.5833 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.1462 | 0.3648 | 0.0772 | 0.8997 | 0.6976 | 1.751 |
Largest Winning Trade | 26383 | 22652 | 26383 | 1157480 | 359374 | 1157480 |
Largest Losing Trade | -364469 | -54207 | -364469 | -1721325 | -1721325 | -339038 |
Avg Bars in Trades | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Winners | 13 | 10 | 15 | 19 | 8 | 27 |
Avg Bars in Losers | 125 | 120 | 133 | 68 | 77 | 52 |
Bars Traded | 3173 | 1600 | 1573 | 3173 | 1600 | 1573 |
Profit Streak | 38.2646 | 153.2646 | 38.2646 | 38.2646 | 153.2646 | 38.2646 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574626 | -297394 | -575285 | 522039 | -54294 | 767769 |
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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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