Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -323808.3065 | 23181.7858 | -346990.0922 | 84618.1912 | -1889108.1802 | 1973726.3714 |
Total P&L (%) | -323.8083 | 23.1818 | -346.9901 | 84.6182 | -1889.1082 | 1973.7264 |
Avg Daily Profit (%) | -0.1666 | 0.0119 | -0.1786 | 0.0316 | 0 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -563290 | -188071 | -490097 | -1733576 | -2040635 | -794690 |
Profit Factor | 0.7084 | 1.0626 | 0.5314 | 1.0196 | 0.3457 | 2.3845 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 145 | 70 | 75 | 111 | 51 | 60 |
Losing Trades | 29 | 17 | 12 | 63 | 36 | 27 |
Profitability (%) | 83.3333 | 80.4598 | 86.2069 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1417 | 0.2581 | 0.085 | 0.5787 | 0.244 | 1.073 |
Largest Winning Trade | 21325 | 21325 | 17233 | 2244382 | 461947 | 2244382 |
Largest Losing Trade | -343673 | -50210 | -343673 | -721632 | -721632 | -343941 |
Avg Bars in Trades | 41 | 54 | 29 | 41 | 54 | 29 |
Avg Bars in Winners | 14 | 14 | 13 | 20 | 23 | 19 |
Avg Bars in Losers | 180 | 215 | 130 | 78 | 97 | 53 |
Bars Traded | 7301 | 4705 | 2596 | 7301 | 4705 | 2596 |
Profit Streak | 5.496 | 0 | 21.496 | 5.496 | 0 | 21.496 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574669 | -331059 | -574540 | -347936 | -579982 | 550733 |
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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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