Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -208560.6664 | 88669.5221 | -297230.1885 | 2582437.2884 | 628545.8011 | 1953891.4873 |
Total P&L (%) | -208.5607 | 88.6695 | -297.2302 | 2582.4373 | 628.5458 | 1953.8915 |
Avg Daily Profit (%) | -0.1154 | 0.0491 | -0.1645 | 0.1822 | 0.11 | 0.1674 |
Buy And Hold Return (%) | 41.084 | 41.084 | 41.084 | 41.084 | 41.084 | 41.084 |
Max Trade Drawdown | -503163 | -106601 | -438557 | -877297 | -877297 | -523164 |
Profit Factor | 0.7485 | 1.3712 | 0.4965 | 2.3107 | 1.4348 | 4.7255 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 82 | 40 | 42 | 46 | 24 | 22 |
Losing Trades | 9 | 6 | 3 | 45 | 22 | 23 |
Profitability (%) | 90.1099 | 86.9565 | 93.3333 | 50.5495 | 52.1739 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.0821 | 0.2057 | 0.0355 | 2.2605 | 1.3152 | 4.9403 |
Largest Winning Trade | 27411 | 27411 | 25242 | 1029715 | 197810 | 1029715 |
Largest Losing Trade | -438557 | -49303 | -438557 | -877297 | -877297 | -148564 |
Avg Bars in Trades | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Winners | 13 | 10 | 16 | 38 | 41 | 34 |
Avg Bars in Losers | 234 | 235 | 232 | 32 | 37 | 26 |
Bars Traded | 3196 | 1826 | 1370 | 3196 | 1826 | 1370 |
Profit Streak | 139.3418 | 139.3418 | 473.8418 | 139.3418 | 139.3418 | 889.8418 |
Trades During Streak | 20 | 10 | 19 | 20 | 10 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573638 | -128148 | -573954 | 516492 | -42939 | 594600 |
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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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