Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -19132.3203 | 279818.8642 | -298951.1846 | 5686532.1011 | 2332521.5299 | 3354010.5713 |
Total P&L (%) | -19.1323 | 279.8189 | -298.9512 | 5686.5321 | 2332.5215 | 3354.0106 |
Avg Daily Profit (%) | -0.0077 | 0.1119 | -0.1196 | 0.1624 | 0.1277 | 0.1418 |
Buy And Hold Return (%) | 865.2371 | 865.2371 | 865.2371 | 865.2371 | 865.2371 | 865.2371 |
Max Trade Drawdown | -333477 | -52260 | -387333 | -1678603 | -526120 | -1678603 |
Profit Factor | 0.9766 | 2.7292 | 0.5449 | 2.6054 | 3.7135 | 2.2504 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 141 | 73 | 68 | 89 | 45 | 44 |
Losing Trades | 37 | 16 | 21 | 89 | 44 | 45 |
Profitability (%) | 79.2135 | 82.0225 | 76.4045 | 50 | 50.5618 | 49.4382 |
Ratio Avg Win / Avg Loss | 0.2563 | 0.5982 | 0.1683 | 2.6054 | 3.6309 | 2.3015 |
Largest Winning Trade | 75999 | 75999 | 37710 | 3123723 | 500797 | 3123723 |
Largest Losing Trade | -329462 | -52260 | -329462 | -1678603 | -199378 | -1678603 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 15 | 15 | 15 | 25 | 29 | 20 |
Avg Bars in Losers | 71 | 83 | 62 | 28 | 25 | 31 |
Bars Traded | 4787 | 2443 | 2344 | 4787 | 2443 | 2344 |
Profit Streak | 20.4312 | 144.4312 | 20.4312 | 20.4312 | 144.4312 | 20.4312 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574311 | -201084 | -576561 | 542846 | -17057 | -1132 |
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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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