Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -160099.6048 | 140941.4645 | -301041.0693 | 4078699.8651 | 1367105.2373 | 2711594.6278 |
Total P&L (%) | -160.0996 | 140.9415 | -301.0411 | 4078.6999 | 1367.1052 | 2711.5946 |
Avg Daily Profit (%) | -0.0852 | 0.075 | -0.1601 | 0.1987 | 0.143 | 0.1776 |
Buy And Hold Return (%) | 249.6896 | 249.6896 | 249.6896 | 249.6896 | 249.6896 | 249.6896 |
Max Trade Drawdown | -345602 | -63861 | -403667 | -1790379 | -579890 | -1645054 |
Profit Factor | 0.7525 | 2.3129 | 0.4421 | 1.9942 | 1.7341 | 2.2105 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 65 | 32 | 33 | 43 | 22 | 21 |
Losing Trades | 9 | 5 | 4 | 31 | 15 | 16 |
Profitability (%) | 87.8378 | 86.4865 | 89.1892 | 58.1081 | 59.4595 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.1042 | 0.3614 | 0.0536 | 1.4377 | 1.1823 | 1.6842 |
Largest Winning Trade | 48657 | 48657 | 23822 | 2713685 | 951533 | 2713685 |
Largest Losing Trade | -313602 | -59262 | -313602 | -579391 | -558514 | -579391 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 14 | 19 | 9 | 48 | 53 | 43 |
Avg Bars in Losers | 288 | 256 | 327 | 45 | 48 | 43 |
Bars Traded | 3506 | 1893 | 1612 | 3506 | 1893 | 1612 |
Profit Streak | 53.1476 | 229.6476 | 53.1476 | 53.1476 | 229.6476 | 53.1476 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -643028 | -251022 | -574582 | -55144 | 74781 | 516331 |
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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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