Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -261370.3815 | 241785.4388 | -503155.8203 | 4210572.4308 | 2159714.9441 | 2050857.4868 |
Total P&L (%) | -261.3704 | 241.7854 | -503.1558 | 4210.5724 | 2159.7149 | 2050.8575 |
Avg Daily Profit (%) | -0.1045 | 0.0967 | -0.2012 | 0.1506 | 0.1248 | 0.1228 |
Buy And Hold Return (%) | 726.4803 | 726.4803 | 726.4803 | 726.4803 | 726.4803 | 726.4803 |
Max Trade Drawdown | -518594 | -56643 | -609075 | -1219574 | -493361 | -1058975 |
Profit Factor | 0.7653 | 2.3033 | 0.4579 | 2.0819 | 2.8117 | 1.7596 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 83 | 41 | 42 | 69 | 36 | 33 |
Losing Trades | 48 | 25 | 23 | 62 | 30 | 32 |
Profitability (%) | 63.3588 | 62.1212 | 64.6154 | 52.6718 | 54.5455 | 50.7692 |
Ratio Avg Win / Avg Loss | 0.4426 | 1.4045 | 0.2508 | 1.8707 | 2.3431 | 1.7063 |
Largest Winning Trade | 58190 | 39359 | 58190 | 2135766 | 786467 | 2135766 |
Largest Losing Trade | -381636 | -39520 | -381636 | -982377 | -124918 | -982377 |
Avg Bars in Trades | 73 | 60 | 86 | 73 | 60 | 86 |
Avg Bars in Winners | 49 | 55 | 44 | 78 | 66 | 92 |
Avg Bars in Losers | 114 | 69 | 164 | 67 | 53 | 81 |
Bars Traded | 9644 | 3998 | 5646 | 9644 | 3998 | 5646 |
Profit Streak | 27.9226 | 27.9226 | 34.9226 | 27.9226 | 27.9226 | 34.9226 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577688 | -348438 | -710021 | 449111 | -146838 | -159625 |
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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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