Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -335630.8129 | 200731.7602 | -536362.573 | 4148689.3204 | 2356019.2078 | 1792670.1126 |
Total P&L (%) | -335.6308 | 200.7318 | -536.3626 | 4148.6893 | 2356.0192 | 1792.6701 |
Avg Daily Profit (%) | -0.1343 | 0.0803 | -0.2145 | 0.1501 | 0.1281 | 0.1177 |
Buy And Hold Return (%) | 644.1135 | 644.1135 | 644.1135 | 644.1135 | 644.1135 | 644.1135 |
Max Trade Drawdown | -531328 | -54430 | -614678 | -1645113 | -501905 | -1436532 |
Profit Factor | 0.7111 | 1.9503 | 0.4358 | 1.9183 | 2.5791 | 1.5925 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 86 | 47 | 39 | 70 | 32 | 38 |
Losing Trades | 57 | 25 | 32 | 73 | 40 | 33 |
Profitability (%) | 60.1399 | 65.2778 | 54.9296 | 48.951 | 44.4444 | 53.5211 |
Ratio Avg Win / Avg Loss | 0.4713 | 1.0374 | 0.3575 | 2.0005 | 3.2239 | 1.383 |
Largest Winning Trade | 44900 | 44900 | 29676 | 2337219 | 1336346 | 2337219 |
Largest Losing Trade | -402198 | -40989 | -402198 | -1436532 | -287585 | -1436532 |
Avg Bars in Trades | 67 | 55 | 79 | 67 | 55 | 79 |
Avg Bars in Winners | 54 | 50 | 60 | 67 | 59 | 75 |
Avg Bars in Losers | 86 | 65 | 102 | 66 | 52 | 84 |
Bars Traded | 9644 | 4001 | 5643 | 9644 | 4001 | 5643 |
Profit Streak | 23.9648 | 23.9648 | 29.7148 | 23.9648 | 23.9648 | 29.7148 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578053 | -325588 | -666279 | 427776 | -100236 | -122583 |
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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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