Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -223669.5396 | 132384.5961 | -356054.1356 | 5363523.491 | 7883.7478 | 5355639.7432 |
Total P&L (%) | -223.6695 | 132.3846 | -356.0541 | 5363.5235 | 7.8837 | 5355.6397 |
Avg Daily Profit (%) | -0.1236 | 0.0732 | -0.1968 | 0.2213 | 0.0042 | 0.2213 |
Buy And Hold Return (%) | 434.3293 | 434.3293 | 434.3293 | 434.3293 | 434.3293 | 434.3293 |
Max Trade Drawdown | -589693 | -101394 | -612828 | -3508434 | -3508434 | -1122825 |
Profit Factor | 0.7469 | 1.5523 | 0.4471 | 1.7934 | 1.0015 | 4.8995 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 77.551 | 73.4694 | 81.6327 | 77.551 | 73.4694 | 81.6327 |
Ratio Avg Win / Avg Loss | 0.2162 | 0.5606 | 0.1006 | 0.5191 | 0.3616 | 1.1024 |
Largest Winning Trade | 23854 | 23854 | 19855 | 2840538 | 893271 | 2840538 |
Largest Losing Trade | -342702 | -73206 | -342702 | -3508434 | -3508434 | -1034082 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 13 | 10 | 17 | 19 | 13 | 25 |
Avg Bars in Losers | 101 | 98 | 106 | 80 | 89 | 68 |
Bars Traded | 3284 | 1650 | 1634 | 3284 | 1650 | 1634 |
Profit Streak | 105.4043 | 160.9043 | 105.4043 | 105.4043 | 160.9043 | 105.4043 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575198 | -256526 | -575279 | 519249 | -569025 | 731813 |
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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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