Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -376735.4782 | 53842.4652 | -430577.9434 | 3505662.3092 | -1989362.4636 | 5495024.7728 |
Total P&L (%) | -376.7355 | 53.8425 | -430.5779 | 3505.6623 | -1989.3625 | 5495.0248 |
Avg Daily Profit (%) | -0.1729 | 0.0247 | -0.1976 | 0.1647 | 0 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -676208 | -121619 | -675707 | -4648399 | -6131690 | -2142122 |
Profit Factor | 0.6984 | 1.1439 | 0.508 | 1.1906 | 0.8291 | 1.8131 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 158 | 76 | 82 | 146 | 69 | 77 |
Losing Trades | 27 | 16 | 11 | 39 | 23 | 16 |
Profitability (%) | 85.4054 | 82.6087 | 88.172 | 78.9189 | 75 | 82.7957 |
Ratio Avg Win / Avg Loss | 0.1194 | 0.2408 | 0.0681 | 0.318 | 0.2764 | 0.3768 |
Largest Winning Trade | 28404 | 28404 | 18483 | 1998020 | 940325 | 1998020 |
Largest Losing Trade | -494418 | -50571 | -494418 | -2552766 | -2552766 | -2142122 |
Avg Bars in Trades | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Winners | 18 | 20 | 16 | 23 | 25 | 21 |
Avg Bars in Losers | 193 | 206 | 174 | 122 | 137 | 101 |
Bars Traded | 8167 | 4895 | 3271 | 8167 | 4895 | 3271 |
Profit Streak | 249.3424 | 249.3424 | 296.5924 | 249.3424 | 249.3424 | 296.5924 |
Trades During Streak | 25 | 12 | 15 | 25 | 12 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573339 | -219170 | -574547 | 59411 | -576018 | 514037 |
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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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