Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -377541.0312 | 25754.2939 | -403295.3251 | 2581517.1655 | -1191218.6319 | 3772735.7974 |
Total P&L (%) | -377.541 | 25.7543 | -403.2953 | 2581.5172 | -1191.2186 | 3772.7358 |
Avg Daily Profit (%) | -0.1734 | 0.0118 | -0.1853 | 0.1512 | 0 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -588698 | -130787 | -611262 | -2892808 | -3041957 | -929046 |
Profit Factor | 0.6718 | 1.0755 | 0.5016 | 1.2819 | 0.7931 | 2.1099 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 143 | 69 | 74 | 127 | 62 | 65 |
Losing Trades | 27 | 16 | 11 | 43 | 23 | 20 |
Profitability (%) | 84.1176 | 81.1765 | 87.0588 | 74.7059 | 72.9412 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.1268 | 0.2494 | 0.0746 | 0.434 | 0.2942 | 0.6492 |
Largest Winning Trade | 32680 | 32680 | 22164 | 2046487 | 527111 | 2046487 |
Largest Losing Trade | -443585 | -49590 | -443585 | -1551324 | -1551324 | -887651 |
Avg Bars in Trades | 35 | 43 | 27 | 35 | 43 | 27 |
Avg Bars in Winners | 13 | 14 | 11 | 17 | 18 | 17 |
Avg Bars in Losers | 155 | 169 | 134 | 89 | 112 | 62 |
Bars Traded | 6084 | 3726 | 2357 | 6084 | 3726 | 2357 |
Profit Streak | 248.0318 | 248.0318 | 294.6985 | 248.0318 | 248.0318 | 294.6985 |
Trades During Streak | 29 | 14 | 16 | 29 | 14 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573505 | -314100 | -574381 | 426100 | -576267 | 513088 |
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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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