Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -322543.8876 | 248036.3428 | -570580.2305 | 2720878.8312 | -1653562.7975 | 4374441.6287 |
Total P&L (%) | -322.5439 | 248.0363 | -570.5802 | 2720.8788 | -1653.5628 | 4374.4416 |
Avg Daily Profit (%) | -0.1482 | 0.114 | -0.2622 | 0.1536 | 0 | 0.1748 |
Buy And Hold Return (%) | 233.6992 | 233.6992 | 233.6992 | 233.6992 | 233.6992 | 233.6992 |
Max Trade Drawdown | -624164 | -72943 | -771305 | -4604767 | -3942353 | -1946034 |
Profit Factor | 0.7749 | 1.9887 | 0.5172 | 1.2461 | 0.7018 | 1.794 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 76 | 37 | 39 | 66 | 32 | 34 |
Losing Trades | 48 | 25 | 23 | 58 | 30 | 28 |
Profitability (%) | 61.2903 | 59.6774 | 62.9032 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.4894 | 1.3437 | 0.305 | 1.0951 | 0.6579 | 1.4774 |
Largest Winning Trade | 61291 | 61291 | 50253 | 4464205 | 1042666 | 4464205 |
Largest Losing Trade | -267206 | -46933 | -267206 | -2233291 | -2233291 | -1946034 |
Avg Bars in Trades | 68 | 37 | 99 | 68 | 37 | 99 |
Avg Bars in Winners | 46 | 32 | 58 | 59 | 31 | 85 |
Avg Bars in Losers | 103 | 43 | 168 | 78 | 42 | 116 |
Bars Traded | 8464 | 2300 | 6164 | 8464 | 2300 | 6164 |
Profit Streak | 29.6224 | 29.6224 | 67.3724 | 29.6224 | 29.6224 | 67.3724 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577981 | -337251 | -732315 | 329295 | -734209 | -142468 |
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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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