Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -170987.5913 | 94877.2432 | -265864.8345 | 7474473.53 | 1095326.2911 | 6379147.2388 |
Total P&L (%) | -170.9876 | 94.8772 | -265.8648 | 7474.4735 | 1095.3263 | 6379.1472 |
Avg Daily Profit (%) | -0.0786 | 0.0436 | -0.1222 | 0.1992 | 0.1141 | 0.192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -544041 | -39591 | -580419 | -2210251 | -1535679 | -1686380 |
Profit Factor | 0.817 | 1.4819 | 0.6394 | 1.8007 | 1.2313 | 2.3873 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 27 | 28 | 53 | 26 | 27 |
Losing Trades | 37 | 19 | 18 | 39 | 20 | 19 |
Profitability (%) | 59.7826 | 58.6957 | 60.8696 | 57.6087 | 56.5217 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.5496 | 1.0428 | 0.4111 | 1.3251 | 0.9471 | 1.6799 |
Largest Winning Trade | 45463 | 34276 | 45463 | 1799235 | 1149656 | 1799235 |
Largest Losing Trade | -417350 | -30107 | -417350 | -1156134 | -928008 | -1156134 |
Avg Bars in Trades | 134 | 64 | 205 | 134 | 64 | 205 |
Avg Bars in Winners | 109 | 45 | 171 | 126 | 49 | 200 |
Avg Bars in Losers | 172 | 91 | 258 | 146 | 83 | 212 |
Bars Traded | 12411 | 2957 | 9454 | 12411 | 2957 | 9454 |
Profit Streak | 265.8477 | 266.0144 | 265.8477 | 265.8477 | 266.0144 | 265.8477 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577846 | -130892 | -577944 | 467451 | -39932 | 542458 |
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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) |
---|