Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -263997.6221 | 92443.0887 | -356440.7108 | 4480016.8056 | 2037525.0099 | 2442491.7956 |
Total P&L (%) | -263.9976 | 92.4431 | -356.4407 | 4480.0168 | 2037.525 | 2442.4918 |
Avg Daily Profit (%) | -0.3008 | 0.1053 | -0.4061 | 0.4367 | 0.3495 | 0.3694 |
Buy And Hold Return (%) | 299.788 | 299.788 | 299.788 | 299.788 | 299.788 | 299.788 |
Max Trade Drawdown | -477265 | -6920 | -491882 | -785192 | -53901 | -785192 |
Profit Factor | 0.561 | 4.54 | 0.3803 | 3.944 | 16.21 | 2.76 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 64 | 27 | 37 | 50 | 25 | 25 |
Losing Trades | 17 | 14 | 3 | 31 | 16 | 15 |
Profitability (%) | 79.0123 | 65.8537 | 92.5 | 61.7284 | 60.9756 | 62.5 |
Ratio Avg Win / Avg Loss | 0.149 | 2.3541 | 0.0308 | 2.4453 | 10.3744 | 1.656 |
Largest Winning Trade | 17317 | 14843 | 17317 | 1622218 | 640335 | 1622218 |
Largest Losing Trade | -344711 | -6920 | -344711 | -785192 | -31517 | -785192 |
Avg Bars in Trades | 26 | 7 | 46 | 26 | 7 | 46 |
Avg Bars in Winners | 11 | 4 | 15 | 20 | 5 | 34 |
Avg Bars in Losers | 86 | 13 | 426 | 38 | 11 | 66 |
Bars Traded | 2184 | 320 | 1864 | 2184 | 320 | 1864 |
Profit Streak | 97.2487 | 196.2487 | 0 | 97.2487 | 196.2487 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592179 | -206934 | -575645 | 123814 | 749909 | 590423 |
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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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