Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -152762.8608 | 120262.7808 | -273025.6417 | 11491723.8651 | 621923.0506 | 10869800.8145 |
Total P&L (%) | -152.7629 | 120.2628 | -273.0256 | 11491.7239 | 621.9231 | 10869.8008 |
Avg Daily Profit (%) | -0.0703 | 0.0554 | -0.1257 | 0.219 | 0.091 | 0.2165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -535485 | -42050 | -591430 | -2533750 | -3417682 | -2491435 |
Profit Factor | 0.8527 | 1.6408 | 0.6784 | 1.5484 | 1.0649 | 1.9554 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 96 | 47 | 49 | 86 | 42 | 44 |
Losing Trades | 37 | 20 | 17 | 47 | 25 | 22 |
Profitability (%) | 72.1805 | 70.1493 | 74.2424 | 64.6617 | 62.6866 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3286 | 0.6982 | 0.2354 | 0.8462 | 0.6339 | 0.9777 |
Largest Winning Trade | 35710 | 19495 | 35710 | 4411323 | 745386 | 4411323 |
Largest Losing Trade | -412422 | -33987 | -412422 | -2533750 | -2533750 | -2491435 |
Avg Bars in Trades | 63 | 23 | 105 | 63 | 23 | 105 |
Avg Bars in Winners | 36 | 12 | 58 | 41 | 12 | 68 |
Avg Bars in Losers | 135 | 48 | 238 | 105 | 40 | 178 |
Bars Traded | 8488 | 1545 | 6943 | 8488 | 1545 | 6943 |
Profit Streak | 0 | 0 | 140.5887 | 0 | 0 | 140.5887 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577550 | -232458 | -700854 | 373986 | -336534 | -111943 |
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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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