Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -380397.817 | 140267.8911 | -520665.7081 | 6284056.2566 | 200500.3128 | 6083555.9438 |
Total P&L (%) | -380.3978 | 140.2679 | -520.6657 | 6284.0563 | 200.5003 | 6083.5559 |
Avg Daily Profit (%) | -0.1611 | 0.0594 | -0.2205 | 0.1762 | 0.0466 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -818213 | -49879 | -842741 | -1162664 | -1935509 | -1069399 |
Profit Factor | 0.6659 | 1.9525 | 0.4747 | 1.9121 | 1.0564 | 2.8256 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 24 | 28 | 50 | 22 | 28 |
Losing Trades | 37 | 21 | 16 | 39 | 23 | 16 |
Profitability (%) | 58.427 | 53.3333 | 63.6364 | 56.1798 | 48.8889 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.4738 | 1.7085 | 0.2713 | 1.4914 | 1.1044 | 1.6146 |
Largest Winning Trade | 51074 | 51074 | 41564 | 1345959 | 767953 | 1345959 |
Largest Losing Trade | -754568 | -33628 | -754568 | -1162664 | -1162664 | -1069399 |
Avg Bars in Trades | 97 | 23 | 173 | 97 | 23 | 173 |
Avg Bars in Winners | 93 | 22 | 154 | 108 | 23 | 174 |
Avg Bars in Losers | 103 | 25 | 206 | 84 | 23 | 171 |
Bars Traded | 8696 | 1066 | 7630 | 8696 | 1066 | 7630 |
Profit Streak | 0 | 0 | 184.604 | 0 | 0 | 184.604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579448 | -109124 | -578365 | 410116 | -289287 | 562631 |
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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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