Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -161634.4376 | 95317.9459 | -256952.3835 | 18450432.4039 | -11495971.7806 | 29946404.1845 |
Total P&L (%) | -161.6344 | 95.3179 | -256.9524 | 18450.4324 | -11495.9718 | 29946.4042 |
Avg Daily Profit (%) | -0.0742 | 0.0438 | -0.118 | 0.2402 | 0 | 0.2624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -450814 | -88353 | -520577 | -23149879 | -24268376 | -6233765 |
Profit Factor | 0.8394 | 1.4397 | 0.6747 | 1.2975 | 0.6945 | 2.2278 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 145 | 68 | 77 | 123 | 58 | 65 |
Losing Trades | 32 | 21 | 11 | 54 | 31 | 23 |
Profitability (%) | 81.9209 | 76.4045 | 87.5 | 69.4915 | 65.1685 | 73.8636 |
Ratio Avg Win / Avg Loss | 0.1853 | 0.4446 | 0.0964 | 0.5696 | 0.3712 | 0.7883 |
Largest Winning Trade | 24121 | 16699 | 24121 | 6602313 | 2177201 | 6602313 |
Largest Losing Trade | -400214 | -30678 | -400214 | -8962493 | -8962493 | -6233765 |
Avg Bars in Trades | 69 | 29 | 110 | 69 | 29 | 110 |
Avg Bars in Winners | 43 | 11 | 72 | 52 | 12 | 88 |
Avg Bars in Losers | 186 | 87 | 376 | 109 | 60 | 174 |
Bars Traded | 12346 | 2610 | 9736 | 12346 | 2610 | 9736 |
Profit Streak | 7.8722 | 7.8722 | 294.2055 | 7.8722 | 7.8722 | 294.2055 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573891 | -130360 | -574767 | 426362 | -577438 | 522674 |
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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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