Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -140511.6274 | 165296.1592 | -305807.7865 | 4917627.1221 | -348143.8433 | 5265770.9654 |
Total P&L (%) | -140.5116 | 165.2962 | -305.8078 | 4917.6271 | -348.1438 | 5265.771 |
Avg Daily Profit (%) | -0.0561 | 0.0661 | -0.1222 | 0.1566 | 0 | 0.1593 |
Buy And Hold Return (%) | 182.6625 | 182.6625 | 182.6625 | 182.6625 | 182.6625 | 182.6625 |
Max Trade Drawdown | -349503 | -72220 | -428975 | -3510526 | -1686081 | -3170916 |
Profit Factor | 0.823 | 1.9534 | 0.5071 | 1.7843 | 0.8652 | 2.4281 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 94 | 43 | 51 | 50 | 25 | 25 |
Losing Trades | 29 | 19 | 10 | 73 | 37 | 36 |
Profitability (%) | 76.4228 | 69.3548 | 83.6066 | 40.6504 | 40.3226 | 40.9836 |
Ratio Avg Win / Avg Loss | 0.2539 | 0.8631 | 0.0994 | 2.6051 | 1.2805 | 3.4965 |
Largest Winning Trade | 48717 | 48717 | 28418 | 7255175 | 901964 | 7255175 |
Largest Losing Trade | -306984 | -67504 | -306984 | -1288262 | -448756 | -1288262 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 16 | 15 | 17 | 48 | 64 | 32 |
Avg Bars in Losers | 102 | 99 | 109 | 29 | 25 | 32 |
Bars Traded | 4549 | 2565 | 1984 | 4549 | 2565 | 1984 |
Profit Streak | 94.3151 | 94.3151 | 225.3151 | 94.3151 | 94.3151 | 336.3151 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575789 | -420694 | -736789 | 313205 | -736773 | -151723 |
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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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