Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -494.3592 | 294713.9297 | -295208.2889 | 8874334.6333 | 2267923.8415 | 6606410.7918 |
Total P&L (%) | -0.4944 | 294.7139 | -295.2083 | 8874.3346 | 2267.9238 | 6606.4108 |
Avg Daily Profit (%) | -0.0002 | 0.1179 | -0.1181 | 0.18 | 0.1266 | 0.1683 |
Buy And Hold Return (%) | 835.0379 | 835.0379 | 835.0379 | 835.0379 | 835.0379 | 835.0379 |
Max Trade Drawdown | -305006 | -52260 | -347191 | -3299314 | -1386878 | -3299314 |
Profit Factor | 0.9994 | 2.7813 | 0.5296 | 2.215 | 2.0947 | 2.2627 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 129 | 62 | 67 | 67 | 35 | 32 |
Losing Trades | 28 | 16 | 12 | 90 | 43 | 47 |
Profitability (%) | 82.1656 | 79.4872 | 84.8101 | 42.6752 | 44.8718 | 40.5063 |
Ratio Avg Win / Avg Loss | 0.2169 | 0.7177 | 0.0948 | 2.9754 | 2.5735 | 3.3234 |
Largest Winning Trade | 88517 | 88517 | 37710 | 7435527 | 703314 | 7435527 |
Largest Losing Trade | -305006 | -52260 | -305006 | -3299314 | -427118 | -3299314 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 15 | 15 | 15 | 35 | 39 | 30 |
Avg Bars in Losers | 98 | 90 | 108 | 26 | 24 | 29 |
Bars Traded | 4766 | 2419 | 2347 | 4766 | 2419 | 2347 |
Profit Streak | 0 | 135.1667 | 0 | 0 | 135.1667 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575578 | -227814 | -602824 | 362022 | -57922 | -18298 |
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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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