Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -642584.1445 | -26034.0648 | -616550.0798 | 3588302.1087 | 1187741.0015 | 2400561.1072 |
Total P&L (%) | -642.5841 | -26.0341 | -616.5501 | 3588.3021 | 1187.741 | 2400.5611 |
Avg Daily Profit (%) | -0.3534 | -0.0143 | -0.339 | 0.1986 | 0.1406 | 0.1772 |
Buy And Hold Return (%) | 152.8607 | 152.8607 | 152.8607 | 152.8607 | 152.8607 | 152.8607 |
Max Trade Drawdown | -859802 | -140531 | -780829 | -994542 | -285230 | -897478 |
Profit Factor | 0.5158 | 0.8832 | 0.4417 | 1.8304 | 1.8819 | 1.8071 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 90 | 41 | 49 | 82 | 41 | 41 |
Losing Trades | 63 | 36 | 27 | 71 | 36 | 35 |
Profitability (%) | 58.8235 | 53.2468 | 64.4737 | 53.5948 | 53.2468 | 53.9474 |
Ratio Avg Win / Avg Loss | 0.3611 | 0.7755 | 0.2434 | 1.5849 | 1.6524 | 1.5427 |
Largest Winning Trade | 29456 | 20681 | 29456 | 1291852 | 460613 | 1291852 |
Largest Losing Trade | -484211 | -54145 | -484211 | -688936 | -239634 | -688936 |
Avg Bars in Trades | 19 | 8 | 30 | 19 | 8 | 30 |
Avg Bars in Winners | 13 | 3 | 21 | 19 | 10 | 28 |
Avg Bars in Losers | 28 | 13 | 47 | 19 | 5 | 33 |
Bars Traded | 2995 | 651 | 2344 | 2995 | 651 | 2344 |
Profit Streak | 114.7268 | 114.7268 | 150.7268 | 114.7268 | 114.7268 | 150.7268 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577165 | -621079 | -626730 | 519587 | -41618 | -36323 |
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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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