Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -75702.0044 | 211111.5917 | -286813.5961 | 4049993.0686 | 910159.1847 | 3139833.8839 |
Total P&L (%) | -75.702 | 211.1116 | -286.8136 | 4049.9931 | 910.1592 | 3139.8339 |
Avg Daily Profit (%) | -0.0303 | 0.0844 | -0.1147 | 0.1491 | 0.0925 | 0.1392 |
Buy And Hold Return (%) | 942.6244 | 942.6244 | 942.6244 | 942.6244 | 942.6244 | 942.6244 |
Max Trade Drawdown | -315857 | -52624 | -367317 | -1507577 | -654202 | -1146860 |
Profit Factor | 0.897 | 2.4193 | 0.5105 | 2.1623 | 1.7801 | 2.3547 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 154 | 79 | 75 | 90 | 46 | 44 |
Losing Trades | 34 | 15 | 19 | 98 | 48 | 50 |
Profitability (%) | 81.9149 | 84.0426 | 79.7872 | 47.8723 | 48.9362 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.198 | 0.4594 | 0.1293 | 2.3545 | 1.8575 | 2.6757 |
Largest Winning Trade | 40791 | 40791 | 18604 | 3810791 | 538458 | 3810791 |
Largest Losing Trade | -315857 | -48500 | -315857 | -1146860 | -312077 | -1146860 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 18 | 18 | 18 | 39 | 40 | 37 |
Avg Bars in Losers | 132 | 161 | 109 | 38 | 42 | 35 |
Bars Traded | 7348 | 3893 | 3455 | 7348 | 3893 | 3455 |
Profit Streak | 10.3465 | 91.3465 | 0 | 10.3465 | 91.3465 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574785 | -238488 | -576942 | 337542 | -230695 | -6687 |
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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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