Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -322722.7067 | 57389.3547 | -380112.0614 | 2469574.1076 | 448873.5143 | 2020700.5933 |
Total P&L (%) | -322.7227 | 57.3894 | -380.1121 | 2469.5741 | 448.8735 | 2020.7006 |
Avg Daily Profit (%) | -0.1774 | 0.0316 | -0.209 | 0.1786 | 0.0937 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -562665 | -108095 | -599963 | -1326603 | -1306217 | -213188 |
Profit Factor | 0.6179 | 1.2746 | 0.4019 | 2.2002 | 1.2606 | 7.0228 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 62 | 30 | 32 | 54 | 24 | 30 |
Losing Trades | 16 | 9 | 7 | 24 | 15 | 9 |
Profitability (%) | 79.4872 | 76.9231 | 82.0513 | 69.2308 | 61.5385 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.1594 | 0.3824 | 0.0879 | 0.9778 | 0.7879 | 2.1068 |
Largest Winning Trade | 36867 | 23299 | 36867 | 723928 | 331976 | 723928 |
Largest Losing Trade | -384739 | -54207 | -384739 | -1306217 | -1306217 | -190889 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 14 | 8 | 20 | 21 | 5 | 35 |
Avg Bars in Losers | 146 | 147 | 145 | 85 | 96 | 67 |
Bars Traded | 3232 | 1569 | 1663 | 3232 | 1569 | 1663 |
Profit Streak | 42.2184 | 157.7184 | 42.2184 | 42.2184 | 157.7184 | 42.2184 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614468 | -148425 | -576118 | -25755 | -66864 | 732767 |
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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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