Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1250.7417 | 285568.5437 | -286819.2854 | 4019952.6035 | 1146292.6675 | 2873659.9361 |
Total P&L (%) | -1.2507 | 285.5685 | -286.8193 | 4019.9526 | 1146.2927 | 2873.6599 |
Avg Daily Profit (%) | -0.0005 | 0.1142 | -0.1147 | 0.1488 | 0.1009 | 0.1358 |
Buy And Hold Return (%) | 882.4567 | 882.4567 | 882.4567 | 882.4567 | 882.4567 | 882.4567 |
Max Trade Drawdown | -322315 | -49037 | -365668 | -1107796 | -474077 | -808608 |
Profit Factor | 0.9985 | 2.8314 | 0.5719 | 2.5284 | 2.4332 | 2.57 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 141 | 72 | 69 | 81 | 41 | 40 |
Losing Trades | 33 | 15 | 18 | 93 | 46 | 47 |
Profitability (%) | 81.0345 | 82.7586 | 79.3103 | 46.5517 | 47.1264 | 45.977 |
Ratio Avg Win / Avg Loss | 0.2337 | 0.5899 | 0.1492 | 2.903 | 2.7299 | 3.0197 |
Largest Winning Trade | 68455 | 68455 | 22863 | 2995177 | 447980 | 2995177 |
Largest Losing Trade | -322315 | -47158 | -322315 | -808608 | -187668 | -808608 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 14 | 15 | 14 | 32 | 39 | 26 |
Avg Bars in Losers | 78 | 98 | 62 | 21 | 21 | 22 |
Bars Traded | 4695 | 2578 | 2117 | 4695 | 2578 | 2117 |
Profit Streak | 12.1392 | 427.1392 | 0 | 12.1392 | 307.1392 | 0 |
Trades During Streak | 1 | 15 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574700 | -197759 | -576744 | 345425 | -125595 | -10967 |
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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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