Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -30262.9413 | 72291.1888 | -102554.1301 | 1436122.3603 | 295203.7758 | 1140918.5845 |
Total P&L (%) | -30.2629 | 72.2912 | -102.5541 | 1436.1224 | 295.2038 | 1140.9186 |
Avg Daily Profit (%) | -0.0224 | 0.0534 | -0.0758 | 0.202 | 0.1016 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -400680 | -54648 | -410335 | -1523726 | -850316 | -1042276 |
Profit Factor | 0.962 | 1.3708 | 0.8296 | 1.2803 | 1.16 | 1.348 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 72 | 35 | 37 | 68 | 36 | 32 |
Losing Trades | 47 | 25 | 22 | 51 | 24 | 27 |
Profitability (%) | 60.5042 | 58.3333 | 62.7119 | 57.1429 | 60 | 54.2373 |
Ratio Avg Win / Avg Loss | 0.628 | 0.9792 | 0.4933 | 0.9602 | 0.7733 | 1.1374 |
Largest Winning Trade | 48858 | 21493 | 48858 | 1193132 | 400354 | 1193132 |
Largest Losing Trade | -279080 | -16756 | -279080 | -845722 | -308943 | -845722 |
Avg Bars in Trades | 43 | 18 | 69 | 43 | 18 | 69 |
Avg Bars in Winners | 29 | 15 | 41 | 36 | 18 | 55 |
Avg Bars in Losers | 66 | 22 | 115 | 53 | 18 | 84 |
Bars Traded | 5202 | 1126 | 4076 | 5202 | 1126 | 4076 |
Profit Streak | 51.606 | 99.106 | 51.606 | 51.606 | 99.106 | 51.606 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577556 | -289127 | -754822 | 328946 | -269752 | -166845 |
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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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