Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -152139.528 | 205438.2164 | -357577.7444 | 5826356.4293 | 1221869.848 | 4604486.5813 |
Total P&L (%) | -152.1395 | 205.4382 | -357.5777 | 5826.3564 | 1221.8698 | 4604.4866 |
Avg Daily Profit (%) | -0.0608 | 0.0822 | -0.143 | 0.1634 | 0.1033 | 0.1541 |
Buy And Hold Return (%) | 769.5567 | 769.5567 | 769.5567 | 769.5567 | 769.5567 | 769.5567 |
Max Trade Drawdown | -338110 | -50226 | -425806 | -1186672 | -547253 | -720639 |
Profit Factor | 0.8185 | 2.4015 | 0.483 | 4.2062 | 2.4932 | 5.6096 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 99 | 50 | 49 | 53 | 28 | 25 |
Losing Trades | 30 | 15 | 15 | 76 | 37 | 39 |
Profitability (%) | 76.7442 | 76.9231 | 76.5625 | 41.0853 | 43.0769 | 39.0625 |
Ratio Avg Win / Avg Loss | 0.248 | 0.7204 | 0.1479 | 6.0315 | 3.2945 | 8.7509 |
Largest Winning Trade | 27747 | 26329 | 27747 | 3592021 | 666045 | 3592021 |
Largest Losing Trade | -338110 | -50226 | -338110 | -245718 | -152500 | -245718 |
Avg Bars in Trades | 54 | 31 | 78 | 54 | 31 | 78 |
Avg Bars in Winners | 27 | 18 | 37 | 57 | 35 | 81 |
Avg Bars in Losers | 144 | 77 | 210 | 53 | 29 | 75 |
Bars Traded | 7067 | 2073 | 4994 | 7067 | 2073 | 4994 |
Profit Streak | 108.8191 | 322.8191 | 108.8191 | 108.8191 | 315.8191 | 108.8191 |
Trades During Streak | 5 | 7 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575262 | -373997 | -715557 | 476694 | -192777 | -127543 |
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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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