Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -456935.6694 | 13867.1381 | -470802.8075 | 2663023.3628 | -2933523.5525 | 5596546.9153 |
Total P&L (%) | -456.9357 | 13.8671 | -470.8028 | 2663.0234 | -2933.5236 | 5596.5469 |
Avg Daily Profit (%) | -0.2104 | 0.0064 | -0.2168 | 0.1529 | 0 | 0.1863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -659904 | -75336 | -699891 | -5507370 | -5051505 | -5273126 |
Profit Factor | 0.6531 | 1.055 | 0.558 | 1.0877 | 0.7583 | 1.3071 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 142 | 69 | 73 | 128 | 63 | 65 |
Losing Trades | 39 | 22 | 17 | 53 | 28 | 25 |
Profitability (%) | 78.453 | 75.8242 | 81.1111 | 70.7182 | 69.2308 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.1794 | 0.3364 | 0.1299 | 0.4504 | 0.337 | 0.5027 |
Largest Winning Trade | 39820 | 16699 | 39820 | 5600567 | 1014312 | 5600567 |
Largest Losing Trade | -489895 | -37341 | -489895 | -5044625 | -2710019 | -5044625 |
Avg Bars in Trades | 70 | 19 | 121 | 70 | 19 | 121 |
Avg Bars in Winners | 42 | 8 | 74 | 48 | 9 | 85 |
Avg Bars in Losers | 172 | 54 | 323 | 124 | 43 | 215 |
Bars Traded | 12759 | 1819 | 10940 | 12759 | 1819 | 10940 |
Profit Streak | 6.302 | 6.302 | 189.802 | 6.302 | 6.302 | 189.802 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574975 | -387117 | -575405 | -113280 | -577347 | 382954 |
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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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