Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -29909.3987 | 266440.2671 | -296349.6657 | 7634157.3316 | 1915654.0699 | 5718503.2617 |
Total P&L (%) | -29.9094 | 266.4403 | -296.3497 | 7634.1573 | 1915.6541 | 5718.5033 |
Avg Daily Profit (%) | -0.012 | 0.1066 | -0.1186 | 0.1741 | 0.1203 | 0.1627 |
Buy And Hold Return (%) | 906.6302 | 906.6302 | 906.6302 | 906.6302 | 906.6302 | 906.6302 |
Max Trade Drawdown | -369715 | -59489 | -380811 | -2202392 | -1153845 | -1928447 |
Profit Factor | 0.9634 | 2.7181 | 0.5519 | 2.3429 | 2.0021 | 2.5156 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 114 | 55 | 59 | 66 | 33 | 33 |
Losing Trades | 33 | 19 | 14 | 81 | 41 | 40 |
Profitability (%) | 77.551 | 74.3243 | 80.8219 | 44.898 | 44.5946 | 45.2055 |
Ratio Avg Win / Avg Loss | 0.2789 | 0.939 | 0.131 | 2.8754 | 2.4875 | 3.0493 |
Largest Winning Trade | 58171 | 58171 | 27956 | 6328243 | 1013359 | 6328243 |
Largest Losing Trade | -364076 | -44887 | -364076 | -1928447 | -276642 | -1928447 |
Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Winners | 64 | 66 | 62 | 106 | 114 | 99 |
Avg Bars in Losers | 222 | 211 | 236 | 93 | 95 | 92 |
Bars Traded | 14660 | 7677 | 6983 | 14660 | 7677 | 6983 |
Profit Streak | 42.0774 | 97.744 | 42.0774 | 42.0774 | 97.744 | 42.0774 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575116 | -273655 | -647938 | 435857 | -99546 | -61219 |
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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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