Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -85771.1453 | 240193.4203 | -325964.5655 | 4276114.9382 | 1395120.1237 | 2880994.8145 |
Total P&L (%) | -85.7711 | 240.1934 | -325.9646 | 4276.1149 | 1395.1201 | 2880.9948 |
Avg Daily Profit (%) | -0.0343 | 0.0961 | -0.1304 | 0.1512 | 0.1082 | 0.1359 |
Buy And Hold Return (%) | 864.0622 | 864.0622 | 864.0622 | 864.0622 | 864.0622 | 864.0622 |
Max Trade Drawdown | -333477 | -50493 | -400488 | -1349613 | -516960 | -1350684 |
Profit Factor | 0.8947 | 2.5356 | 0.5048 | 2.1621 | 2.2248 | 2.134 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 150 | 77 | 73 | 106 | 55 | 51 |
Losing Trades | 48 | 22 | 26 | 92 | 44 | 48 |
Profitability (%) | 75.7576 | 77.7778 | 73.7374 | 53.5354 | 55.5556 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2863 | 0.7245 | 0.1798 | 1.8766 | 1.7799 | 2.0085 |
Largest Winning Trade | 70182 | 70182 | 27566 | 3279600 | 543164 | 3279600 |
Largest Losing Trade | -329462 | -49782 | -329462 | -1349613 | -391275 | -1349613 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 11 | 10 | 12 | 25 | 27 | 22 |
Avg Bars in Losers | 63 | 75 | 53 | 22 | 20 | 23 |
Bars Traded | 4735 | 2435 | 2300 | 4735 | 2435 | 2300 |
Profit Streak | 15.3744 | 76.3744 | 0 | 15.3744 | 76.3744 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575541 | -223164 | -577435 | 457596 | -51181 | -9815 |
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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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