Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -327025.775 | 51121.28 | -378147.055 | 4086199.8903 | -2640503.5751 | 6726703.4654 |
Total P&L (%) | -327.0258 | 51.1213 | -378.1471 | 4086.1999 | -2640.5036 | 6726.7035 |
Avg Daily Profit (%) | -0.1501 | 0.0235 | -0.1736 | 0.1716 | 0 | 0.194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -582299 | -135442 | -607829 | -5825345 | -6402555 | -1487425 |
Profit Factor | 0.7166 | 1.1491 | 0.5338 | 1.2336 | 0.7651 | 2.0763 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 161 | 76 | 85 | 145 | 69 | 76 |
Losing Trades | 31 | 20 | 11 | 47 | 27 | 20 |
Profitability (%) | 83.8542 | 79.1667 | 88.5417 | 75.5208 | 71.875 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.138 | 0.3024 | 0.0691 | 0.3999 | 0.2994 | 0.5464 |
Largest Winning Trade | 32680 | 32680 | 21179 | 2982710 | 977642 | 2982710 |
Largest Losing Trade | -440152 | -49590 | -440152 | -3101928 | -3101928 | -1487425 |
Avg Bars in Trades | 31 | 38 | 24 | 31 | 38 | 24 |
Avg Bars in Winners | 12 | 13 | 10 | 15 | 16 | 15 |
Avg Bars in Losers | 134 | 136 | 131 | 81 | 96 | 60 |
Bars Traded | 6117 | 3734 | 2383 | 6117 | 3734 | 2383 |
Profit Streak | 148.4222 | 148.4222 | 296.4222 | 148.4222 | 148.4222 | 296.4222 |
Trades During Streak | 9 | 4 | 15 | 9 | 4 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573695 | -215808 | -574225 | 419584 | -576580 | 531742 |
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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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