Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -482230.8131 | 255003.5005 | -737234.3136 | 4872267.3313 | 296406.3133 | 4575861.018 |
Total P&L (%) | -482.2308 | 255.0035 | -737.2343 | 4872.2673 | 296.4063 | 4575.861 |
Avg Daily Profit (%) | -0.2185 | 0.1155 | -0.334 | 0.1772 | 0.0624 | 0.1744 |
Buy And Hold Return (%) | 470.1807 | 470.1807 | 470.1807 | 470.1807 | 470.1807 | 470.1807 |
Max Trade Drawdown | -690718 | -90669 | -800964 | -12335691 | -4984161 | -7649867 |
Profit Factor | 0.626 | 2.2629 | 0.3221 | 1.2359 | 1.0337 | 1.3858 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 105 | 52 | 53 | 59 | 31 | 28 |
Losing Trades | 26 | 13 | 13 | 72 | 34 | 38 |
Profitability (%) | 80.1527 | 80 | 80.303 | 45.0382 | 47.6923 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.155 | 0.5657 | 0.079 | 1.5082 | 1.1338 | 1.8807 |
Largest Winning Trade | 77954 | 77954 | 39852 | 8002505 | 4053166 | 8002505 |
Largest Losing Trade | -575886 | -78753 | -575886 | -2271784 | -1737094 | -2271784 |
Avg Bars in Trades | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Winners | 7 | 7 | 8 | 45 | 53 | 37 |
Avg Bars in Losers | 128 | 143 | 113 | 19 | 17 | 22 |
Bars Traded | 4142 | 2248 | 1894 | 4142 | 2248 | 1894 |
Profit Streak | 42.7367 | 95.7367 | 42.7367 | 42.7367 | 95.7367 | 42.7367 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574680 | -329430 | -699339 | 310774 | -590010 | -116166 |
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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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