Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -156543.7364 | 225120.1658 | -381663.9022 | 5400219.5312 | 1193305.9219 | 4206913.6093 |
Total P&L (%) | -156.5437 | 225.1202 | -381.6639 | 5400.2195 | 1193.3059 | 4206.9136 |
Avg Daily Profit (%) | -0.0624 | 0.0897 | -0.1521 | 0.1598 | 0.1021 | 0.1501 |
Buy And Hold Return (%) | 278.4981 | 278.4981 | 278.4981 | 278.4981 | 278.4981 | 278.4981 |
Max Trade Drawdown | -528534 | -81342 | -516856 | -1990444 | -1604358 | -1638671 |
Profit Factor | 0.8241 | 2.0726 | 0.4389 | 2.2601 | 1.5637 | 2.94 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 17 | 22 | 27 | 14 | 13 |
Losing Trades | 20 | 12 | 8 | 32 | 15 | 17 |
Profitability (%) | 66.1017 | 58.6207 | 73.3333 | 45.7627 | 48.2759 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.4226 | 1.463 | 0.1596 | 2.6787 | 1.6754 | 3.8447 |
Largest Winning Trade | 98044 | 98044 | 42128 | 4202511 | 2210114 | 4202511 |
Largest Losing Trade | -340559 | -36980 | -340559 | -1253060 | -1058018 | -1253060 |
Avg Bars in Trades | 160 | 149 | 170 | 160 | 149 | 170 |
Avg Bars in Winners | 146 | 118 | 168 | 160 | 143 | 177 |
Avg Bars in Losers | 186 | 193 | 176 | 160 | 154 | 165 |
Bars Traded | 9445 | 4328 | 5117 | 9445 | 4328 | 5117 |
Profit Streak | 167.1746 | 167.1746 | 276.6746 | 167.1746 | 167.1746 | 401.9246 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756836 | -234479 | -576831 | -167796 | -55596 | 430673 |
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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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