Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -351957.8933 | 76706.9762 | -428664.8695 | 1159266.0009 | -358727.4855 | 1517993.4864 |
Total P&L (%) | -351.9579 | 76.707 | -428.6649 | 1159.266 | -358.7275 | 1517.9935 |
Avg Daily Profit (%) | -0.1945 | 0.0424 | -0.2369 | 0.1401 | 0 | 0.1539 |
Buy And Hold Return (%) | 290.8724 | 290.8724 | 290.8724 | 290.8724 | 290.8724 | 290.8724 |
Max Trade Drawdown | -609938 | -133555 | -617693 | -1083660 | -1083660 | -381662 |
Profit Factor | 0.6405 | 1.2476 | 0.3594 | 1.4224 | 0.8356 | 3.6963 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 115 | 57 | 58 | 109 | 55 | 54 |
Losing Trades | 49 | 25 | 24 | 55 | 27 | 28 |
Profitability (%) | 70.122 | 69.5122 | 70.7317 | 66.4634 | 67.0732 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.2729 | 0.5472 | 0.1487 | 0.7177 | 0.4102 | 1.9166 |
Largest Winning Trade | 29927 | 29927 | 13165 | 962339 | 280634 | 962339 |
Largest Losing Trade | -340217 | -73915 | -340217 | -1083660 | -1083660 | -374085 |
Avg Bars in Trades | 60 | 60 | 59 | 60 | 60 | 59 |
Avg Bars in Winners | 23 | 17 | 30 | 37 | 24 | 50 |
Avg Bars in Losers | 145 | 158 | 131 | 104 | 133 | 77 |
Bars Traded | 9855 | 4945 | 4910 | 9855 | 4945 | 4910 |
Profit Streak | 18.4682 | 18.6348 | 18.4682 | 18.4682 | 18.6348 | 18.4682 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576244 | -305064 | -581708 | -4651 | -582183 | 422371 |
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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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