Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -509224.3418 | 9359.2171 | -518583.5589 | 13162662.5152 | 2814410.4553 | 10348252.0599 |
Total P&L (%) | -509.2243 | 9.3592 | -518.5836 | 13162.6625 | 2814.4105 | 10348.2521 |
Avg Daily Profit (%) | -0.2818 | 0.0052 | -0.287 | 0.2709 | 0.1868 | 0.2576 |
Buy And Hold Return (%) | 187.8717 | 187.8717 | 187.8717 | 187.8717 | 187.8717 | 187.8717 |
Max Trade Drawdown | -792004 | -87711 | -720229 | -1650360 | -1312455 | -2161639 |
Profit Factor | 0.4893 | 1.0598 | 0.3832 | 3.3091 | 1.8454 | 5.3645 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 102 | 42 | 60 | 78 | 39 | 39 |
Losing Trades | 29 | 24 | 5 | 53 | 27 | 26 |
Profitability (%) | 77.8626 | 63.6364 | 92.3077 | 59.542 | 59.0909 | 60 |
Ratio Avg Win / Avg Loss | 0.1391 | 0.6056 | 0.0319 | 2.2485 | 1.2776 | 3.5764 |
Largest Winning Trade | 24679 | 14820 | 24679 | 3975151 | 663644 | 3975151 |
Largest Losing Trade | -448616 | -47112 | -448616 | -1312455 | -1312455 | -1280161 |
Avg Bars in Trades | 45 | 16 | 75 | 45 | 16 | 75 |
Avg Bars in Winners | 27 | 4 | 43 | 39 | 19 | 60 |
Avg Bars in Losers | 110 | 37 | 460 | 53 | 11 | 97 |
Bars Traded | 5970 | 1086 | 4884 | 5970 | 1086 | 4884 |
Profit Streak | 159.8116 | 159.8116 | 327.3116 | 159.8116 | 159.8116 | 327.3116 |
Trades During Streak | 2 | 1 | 13 | 2 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575576 | -629616 | -705840 | 630702 | -111830 | -112258 |
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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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