Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -167070.4017 | 79091.5507 | -246161.9524 | 9540362.352 | -1596453.5709 | 11136815.9229 |
Total P&L (%) | -167.0704 | 79.0916 | -246.162 | 9540.3624 | -1596.4536 | 11136.8159 |
Avg Daily Profit (%) | -0.077 | 0.0364 | -0.1134 | 0.2107 | 0 | 0.2178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -454114 | -60451 | -502216 | -3785126 | -5489323 | -3785126 |
Profit Factor | 0.8305 | 1.3855 | 0.6845 | 1.356 | 0.8772 | 1.8071 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 162 | 76 | 86 | 138 | 64 | 74 |
Losing Trades | 33 | 22 | 11 | 57 | 34 | 23 |
Profitability (%) | 83.0769 | 77.551 | 88.6598 | 70.7692 | 65.3061 | 76.2887 |
Ratio Avg Win / Avg Loss | 0.1692 | 0.4011 | 0.0876 | 0.5601 | 0.466 | 0.5617 |
Largest Winning Trade | 21858 | 13211 | 21858 | 3370985 | 630124 | 3370985 |
Largest Losing Trade | -393541 | -28796 | -393541 | -3785126 | -2956018 | -3785126 |
Avg Bars in Trades | 31 | 10 | 52 | 31 | 10 | 52 |
Avg Bars in Winners | 19 | 4 | 32 | 22 | 5 | 38 |
Avg Bars in Losers | 92 | 31 | 213 | 52 | 20 | 99 |
Bars Traded | 6153 | 1042 | 5111 | 6153 | 1042 | 5111 |
Profit Streak | 0 | 0 | 287.5258 | 0 | 0 | 287.5258 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575291 | -141443 | -574673 | 381672 | -578531 | 490386 |
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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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