Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -58484.2579 | 260403.3555 | -318887.6134 | 4355934.2152 | 1567477.0244 | 2788457.1908 |
Total P&L (%) | -58.4843 | 260.4034 | -318.8876 | 4355.9342 | 1567.477 | 2788.4572 |
Avg Daily Profit (%) | -0.0234 | 0.1041 | -0.1275 | 0.1519 | 0.1126 | 0.1346 |
Buy And Hold Return (%) | 838.5114 | 838.5114 | 838.5114 | 838.5114 | 838.5114 | 838.5114 |
Max Trade Drawdown | -334092 | -52698 | -376662 | -1336705 | -441160 | -1344765 |
Profit Factor | 0.931 | 2.3482 | 0.5124 | 2.4519 | 2.8329 | 2.3 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 150 | 76 | 74 | 80 | 42 | 38 |
Losing Trades | 31 | 14 | 17 | 101 | 48 | 53 |
Profitability (%) | 82.8729 | 84.4444 | 81.3187 | 44.1989 | 46.6667 | 41.7582 |
Ratio Avg Win / Avg Loss | 0.1924 | 0.4326 | 0.1177 | 3.0956 | 3.2376 | 3.2079 |
Largest Winning Trade | 70289 | 70289 | 27566 | 2840531 | 428369 | 2840531 |
Largest Losing Trade | -334092 | -50721 | -334092 | -1336705 | -183550 | -1336705 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 12 | 11 | 14 | 30 | 36 | 24 |
Avg Bars in Losers | 93 | 112 | 77 | 23 | 18 | 27 |
Bars Traded | 4808 | 2440 | 2368 | 4808 | 2440 | 2368 |
Profit Streak | 5.5883 | 145.5883 | 5.5883 | 5.5883 | 145.5883 | 5.5883 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573931 | -211962 | -575811 | 404669 | -44437 | -13940 |
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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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