Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -278917.8164 | 166249.9151 | -445167.7316 | 10667290.3793 | 1706165.2683 | 8961125.111 |
Total P&L (%) | -278.9178 | 166.2499 | -445.1677 | 10667.2904 | 1706.1653 | 8961.1251 |
Avg Daily Profit (%) | -0.1116 | 0.0665 | -0.1781 | 0.1873 | 0.1158 | 0.1804 |
Buy And Hold Return (%) | 383.9337 | 383.9337 | 383.9337 | 383.9337 | 383.9337 | 383.9337 |
Max Trade Drawdown | -559533 | -90417 | -560383 | -3843474 | -3840944 | -3698366 |
Profit Factor | 0.6956 | 1.7864 | 0.3685 | 2.1153 | 1.3143 | 3.1664 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 22 | 29 | 41 | 21 | 20 |
Losing Trades | 24 | 15 | 9 | 34 | 16 | 18 |
Profitability (%) | 68 | 59.4595 | 76.3158 | 54.6667 | 56.7568 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.3273 | 1.218 | 0.1144 | 1.7541 | 1.0014 | 2.8497 |
Largest Winning Trade | 64093 | 64093 | 21972 | 10152405 | 3635628 | 10152405 |
Largest Losing Trade | -382390 | -40142 | -382390 | -1865858 | -1865858 | -1580496 |
Avg Bars in Trades | 62 | 70 | 55 | 62 | 70 | 55 |
Avg Bars in Winners | 50 | 53 | 48 | 61 | 77 | 45 |
Avg Bars in Losers | 88 | 95 | 78 | 64 | 60 | 67 |
Bars Traded | 4724 | 2605 | 2119 | 4724 | 2605 | 2119 |
Profit Streak | 105.9525 | 105.9525 | 239.4525 | 105.9525 | 105.9525 | 327.4525 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638089 | -265847 | -575952 | -47088 | -38177 | 564543 |
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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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