Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -136451.7834 | 232010.5244 | -368462.3078 | 4643595.563 | 1503482.2218 | 3140113.3411 |
Total P&L (%) | -136.4518 | 232.0105 | -368.4623 | 4643.5956 | 1503.4822 | 3140.1133 |
Avg Daily Profit (%) | -0.0546 | 0.0928 | -0.1474 | 0.1545 | 0.111 | 0.1392 |
Buy And Hold Return (%) | 871.3775 | 871.3775 | 871.3775 | 871.3775 | 871.3775 | 871.3775 |
Max Trade Drawdown | -334092 | -54409 | -422586 | -1448648 | -527300 | -1448648 |
Profit Factor | 0.8447 | 2.2123 | 0.4641 | 2.3883 | 2.5309 | 2.3291 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 134 | 66 | 68 | 72 | 37 | 35 |
Losing Trades | 31 | 16 | 15 | 93 | 45 | 48 |
Profitability (%) | 81.2121 | 80.4878 | 81.9277 | 43.6364 | 45.122 | 42.1687 |
Ratio Avg Win / Avg Loss | 0.1954 | 0.5363 | 0.1024 | 3.0849 | 3.0781 | 3.1942 |
Largest Winning Trade | 71221 | 71221 | 28082 | 3376131 | 443048 | 3376131 |
Largest Losing Trade | -334092 | -50721 | -334092 | -1448648 | -220471 | -1448648 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 14 | 13 | 15 | 34 | 41 | 26 |
Avg Bars in Losers | 93 | 98 | 87 | 25 | 20 | 29 |
Bars Traded | 4800 | 2448 | 2352 | 4800 | 2448 | 2352 |
Profit Streak | 19.5743 | 143.0743 | 19.5743 | 19.5743 | 143.0743 | 19.5743 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573833 | -231895 | -575413 | 405716 | -52813 | -6967 |
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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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