Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -87343.29 | 293233.4484 | -380576.7384 | 9058592.6685 | 1234058.5853 | 7824534.0832 |
Total P&L (%) | -87.3433 | 293.2334 | -380.5767 | 9058.5927 | 1234.0586 | 7824.5341 |
Avg Daily Profit (%) | -0.0349 | 0.1173 | -0.1523 | 0.1809 | 0.1037 | 0.1751 |
Buy And Hold Return (%) | 744.1681 | 744.1681 | 744.1681 | 744.1681 | 744.1681 | 744.1681 |
Max Trade Drawdown | -407167 | -85989 | -446082 | -2692776 | -2296413 | -2688499 |
Profit Factor | 0.9131 | 2.3504 | 0.5167 | 2.0022 | 1.3653 | 2.3823 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 118 | 59 | 59 | 72 | 38 | 34 |
Losing Trades | 48 | 24 | 24 | 94 | 45 | 49 |
Profitability (%) | 71.0843 | 71.0843 | 71.0843 | 43.3735 | 45.7831 | 40.9639 |
Ratio Avg Win / Avg Loss | 0.3714 | 0.9561 | 0.2102 | 2.614 | 1.6169 | 3.4332 |
Largest Winning Trade | 80109 | 80109 | 28755 | 9205788 | 792568 | 9205788 |
Largest Losing Trade | -407167 | -48834 | -407167 | -2551128 | -900555 | -2551128 |
Avg Bars in Trades | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Winners | 57 | 56 | 57 | 97 | 103 | 90 |
Avg Bars in Losers | 165 | 170 | 160 | 82 | 78 | 85 |
Bars Traded | 14713 | 7445 | 7268 | 14713 | 7445 | 7268 |
Profit Streak | 34.381 | 160.881 | 34.381 | 34.381 | 160.881 | 34.381 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575672 | -196314 | -577105 | 413080 | -62188 | 342351 |
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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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