Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -362703.4052 | 151132.8468 | -513836.2519 | 16336306.1251 | 2818254.9964 | 13518051.1287 |
Total P&L (%) | -362.7034 | 151.1328 | -513.8363 | 16336.3061 | 2818.255 | 13518.0511 |
Avg Daily Profit (%) | -0.1449 | 0.0604 | -0.2053 | 0.204 | 0.1349 | 0.1965 |
Buy And Hold Return (%) | 311.5727 | 311.5727 | 311.5727 | 311.5727 | 311.5727 | 311.5727 |
Max Trade Drawdown | -612836 | -59404 | -625211 | -9001639 | -4882024 | -7163344 |
Profit Factor | 0.6189 | 2.04 | 0.3628 | 2.0443 | 1.3809 | 2.6398 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 20 | 30 | 44 | 26 | 18 |
Losing Trades | 39 | 24 | 15 | 45 | 18 | 27 |
Profitability (%) | 56.1798 | 45.4545 | 66.6667 | 49.4382 | 59.0909 | 40 |
Ratio Avg Win / Avg Loss | 0.4827 | 2.448 | 0.1814 | 2.0908 | 0.956 | 3.9597 |
Largest Winning Trade | 71738 | 71738 | 36275 | 18512890 | 5940802 | 18512890 |
Largest Losing Trade | -524469 | -27724 | -524469 | -2050580 | -1759446 | -2050580 |
Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Winners | 60 | 63 | 58 | 79 | 64 | 100 |
Avg Bars in Losers | 104 | 76 | 149 | 80 | 79 | 80 |
Bars Traded | 7098 | 3113 | 3985 | 7098 | 3113 | 3985 |
Profit Streak | 135.0128 | 135.0128 | 141.6795 | 135.0128 | 135.0128 | 141.6795 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578323 | -274947 | -577200 | 482156 | -11451 | 380564 |
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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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