Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -320753.1768 | 98065.6636 | -418818.8405 | 4639827.5218 | 504539.1591 | 4135288.3627 |
Total P&L (%) | -320.7532 | 98.0657 | -418.8188 | 4639.8275 | 504.5392 | 4135.2884 |
Avg Daily Profit (%) | -0.1281 | 0.0392 | -0.1673 | 0.1543 | 0.0719 | 0.1498 |
Buy And Hold Return (%) | 249.1209 | 249.1209 | 249.1209 | 249.1209 | 249.1209 | 249.1209 |
Max Trade Drawdown | -479097 | -35772 | -514984 | -1562327 | -379467 | -1191489 |
Profit Factor | 0.6877 | 1.6084 | 0.5164 | 2.459 | 1.4749 | 2.9528 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 192 | 91 | 101 | 106 | 57 | 49 |
Losing Trades | 59 | 35 | 24 | 145 | 69 | 76 |
Profitability (%) | 76.494 | 72.2222 | 80.8 | 42.2311 | 45.2381 | 39.2 |
Ratio Avg Win / Avg Loss | 0.2113 | 0.6186 | 0.1227 | 3.3638 | 1.7854 | 4.5799 |
Largest Winning Trade | 30416 | 28825 | 30416 | 3689855 | 235855 | 3689855 |
Largest Losing Trade | -380599 | -18792 | -380599 | -158978 | -58852 | -158978 |
Avg Bars in Trades | 37 | 10 | 64 | 37 | 10 | 64 |
Avg Bars in Winners | 15 | 5 | 24 | 35 | 10 | 64 |
Avg Bars in Losers | 108 | 25 | 230 | 38 | 11 | 63 |
Bars Traded | 9390 | 1376 | 8013 | 9390 | 1376 | 8013 |
Profit Streak | 106.3294 | 217.8294 | 106.3294 | 106.3294 | 217.8294 | 106.3294 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574523 | -301683 | -575401 | 436736 | -101302 | 355684 |
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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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