Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -134261.4961 | 208645.098 | -342906.5942 | 7646700.6176 | 1539656.6305 | 6107043.9872 |
Total P&L (%) | -134.2615 | 208.6451 | -342.9066 | 7646.7006 | 1539.6566 | 6107.044 |
Avg Daily Profit (%) | -0.0537 | 0.0834 | -0.1371 | 0.1741 | 0.1119 | 0.1652 |
Buy And Hold Return (%) | 787.1813 | 787.1813 | 787.1813 | 787.1813 | 787.1813 | 787.1813 |
Max Trade Drawdown | -331508 | -48788 | -413500 | -1650161 | -754449 | -1017301 |
Profit Factor | 0.8256 | 2.8394 | 0.4776 | 3.9779 | 2.3729 | 5.2223 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 102 | 52 | 50 | 54 | 29 | 25 |
Losing Trades | 26 | 12 | 14 | 74 | 35 | 39 |
Profitability (%) | 79.6875 | 81.25 | 78.125 | 42.1875 | 45.3125 | 39.0625 |
Ratio Avg Win / Avg Loss | 0.2104 | 0.6552 | 0.1337 | 5.4511 | 2.8638 | 8.1468 |
Largest Winning Trade | 28262 | 28262 | 27747 | 4954579 | 977900 | 4954579 |
Largest Losing Trade | -331508 | -48788 | -331508 | -329245 | -216026 | -329245 |
Avg Bars in Trades | 54 | 33 | 76 | 54 | 33 | 76 |
Avg Bars in Winners | 33 | 19 | 48 | 55 | 35 | 80 |
Avg Bars in Losers | 137 | 94 | 174 | 53 | 31 | 73 |
Bars Traded | 7007 | 2128 | 4879 | 7007 | 2128 | 4879 |
Profit Streak | 112.3092 | 112.3092 | 113.3092 | 112.3092 | 112.3092 | 113.3092 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574922 | -378891 | -715354 | 487900 | -186134 | -127054 |
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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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