Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -78623.7333 | 60385.5627 | -139009.296 | 1070535.453 | 427061.7431 | 643473.7099 |
Total P&L (%) | -78.6237 | 60.3856 | -139.0093 | 1070.5355 | 427.0617 | 643.4737 |
Avg Daily Profit (%) | -0.0576 | 0.0443 | -0.1019 | 0.1805 | 0.1219 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -483179 | -56508 | -432082 | -1030585 | -298399 | -1056948 |
Profit Factor | 0.9032 | 1.3006 | 0.7726 | 1.3656 | 1.5176 | 1.3059 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 63 | 31 | 32 | 59 | 31 | 28 |
Losing Trades | 38 | 20 | 18 | 42 | 20 | 22 |
Profitability (%) | 62.3762 | 60.7843 | 64 | 58.4158 | 60.7843 | 56 |
Ratio Avg Win / Avg Loss | 0.5448 | 0.8391 | 0.4346 | 0.9721 | 0.9791 | 1.0261 |
Largest Winning Trade | 54351 | 49640 | 54351 | 1181605 | 222442 | 1181605 |
Largest Losing Trade | -282931 | -26720 | -282931 | -889276 | -153532 | -889276 |
Avg Bars in Trades | 156 | 68 | 245 | 156 | 68 | 245 |
Avg Bars in Winners | 128 | 59 | 195 | 132 | 62 | 208 |
Avg Bars in Losers | 203 | 83 | 335 | 190 | 78 | 293 |
Bars Traded | 15808 | 3518 | 12290 | 15808 | 3518 | 12290 |
Profit Streak | 58.9814 | 112.7314 | 58.9814 | 58.9814 | 112.7314 | 58.9814 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577391 | -313285 | -758040 | 344230 | -207800 | -174379 |
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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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