Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -17931.7844 | 116106.4162 | -134038.2007 | 5795095.1233 | 164263.4793 | 5630831.6441 |
Total P&L (%) | -17.9318 | 116.1064 | -134.0382 | 5795.0951 | 164.2635 | 5630.8316 |
Avg Daily Profit (%) | -0.0094 | 0.061 | -0.0705 | 0.2145 | 0.0511 | 0.213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -513774 | -23352 | -532797 | -7123537 | -1829291 | -6440173 |
Profit Factor | 0.9758 | 2.2413 | 0.793 | 1.4109 | 1.0376 | 1.5782 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 90 | 43 | 47 | 88 | 40 | 48 |
Losing Trades | 20 | 12 | 8 | 22 | 15 | 7 |
Profitability (%) | 81.8182 | 78.1818 | 85.4545 | 80 | 72.7273 | 87.2727 |
Ratio Avg Win / Avg Loss | 0.2168 | 0.6255 | 0.135 | 0.3527 | 0.3891 | 0.2302 |
Largest Winning Trade | 36967 | 28628 | 36967 | 1771881 | 832174 | 1771881 |
Largest Losing Trade | -356339 | -23352 | -356339 | -6440173 | -1420528 | -6440173 |
Avg Bars in Trades | 50 | 4 | 96 | 50 | 4 | 96 |
Avg Bars in Winners | 27 | 3 | 50 | 37 | 3 | 66 |
Avg Bars in Losers | 153 | 11 | 367 | 103 | 9 | 304 |
Bars Traded | 5596 | 274 | 5322 | 5596 | 274 | 5322 |
Profit Streak | 528.0456 | 0 | 534.0456 | 528.0456 | 0 | 534.0456 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575558 | -286063 | -755830 | 442799 | -482298 | -166608 |
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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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