Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -182382.5141 | 138820.1196 | -321202.6338 | 3446185.9459 | 969607.5264 | 2476578.4196 |
Total P&L (%) | -182.3825 | 138.8201 | -321.2026 | 3446.1859 | 969.6075 | 2476.5784 |
Avg Daily Profit (%) | -0.0838 | 0.0638 | -0.1475 | 0.1641 | 0.1089 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -647989 | -111303 | -616230 | -2256976 | -2105493 | -1162479 |
Profit Factor | 0.8596 | 1.353 | 0.6453 | 1.3479 | 1.1932 | 1.5068 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 161 | 75 | 86 | 155 | 74 | 81 |
Losing Trades | 59 | 35 | 24 | 65 | 36 | 29 |
Profitability (%) | 73.1818 | 68.1818 | 78.1818 | 70.4545 | 67.2727 | 73.6364 |
Ratio Avg Win / Avg Loss | 0.315 | 0.6314 | 0.1801 | 0.5653 | 0.5805 | 0.5395 |
Largest Winning Trade | 50710 | 50710 | 36419 | 705648 | 426681 | 705648 |
Largest Losing Trade | -511432 | -50057 | -511432 | -1162479 | -707132 | -1162479 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 12 | 12 | 11 | 13 | 14 | 13 |
Avg Bars in Losers | 38 | 39 | 37 | 33 | 35 | 29 |
Bars Traded | 4243 | 2323 | 1919 | 4243 | 2323 | 1919 |
Profit Streak | 33.2462 | 0 | 106.7462 | 33.2462 | 0 | 106.7462 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575802 | -106669 | -575476 | 398246 | -54586 | 401233 |
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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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