Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -383189.1408 | 44602.3127 | -427791.4535 | 2438545.0318 | 597446.7902 | 1841098.2415 |
Total P&L (%) | -383.1891 | 44.6023 | -427.7915 | 2438.545 | 597.4468 | 1841.0982 |
Avg Daily Profit (%) | -0.2115 | 0.0246 | -0.2361 | 0.1786 | 0.1072 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -617806 | -107339 | -641374 | -884020 | -884020 | -257611 |
Profit Factor | 0.5988 | 1.2084 | 0.4227 | 2.1764 | 1.4272 | 3.7297 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 27 | 32 | 53 | 23 | 30 |
Losing Trades | 27 | 16 | 11 | 33 | 20 | 13 |
Profitability (%) | 68.6047 | 62.7907 | 74.4186 | 61.6279 | 53.4884 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.274 | 0.7161 | 0.1453 | 1.3551 | 1.2411 | 1.6162 |
Largest Winning Trade | 27456 | 20459 | 27456 | 728349 | 233531 | 728349 |
Largest Losing Trade | -349037 | -57165 | -349037 | -884020 | -884020 | -215099 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 19 | 14 | 24 | 21 | 10 | 30 |
Avg Bars in Losers | 77 | 74 | 81 | 63 | 66 | 58 |
Bars Traded | 3248 | 1580 | 1668 | 3248 | 1580 | 1668 |
Profit Streak | 21.1783 | 63.6783 | 21.1783 | 21.1783 | 63.6783 | 21.1783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576805 | -161673 | -577010 | 502292 | -47471 | 639240 |
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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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