Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -193912.5177 | 10241.3622 | -204153.8799 | 844471.9745 | -206862.5985 | 1051334.5729 |
Total P&L (%) | -193.9125 | 10.2414 | -204.1539 | 844.472 | -206.8626 | 1051.3346 |
Avg Daily Profit (%) | -0.143 | 0.0076 | -0.1506 | 0.1658 | 0 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -474462 | -43796 | -469356 | -617329 | -380335 | -596243 |
Profit Factor | 0.7486 | 1.0511 | 0.6424 | 1.4804 | 0.7636 | 2.1911 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 70 | 31 | 39 | 66 | 29 | 37 |
Losing Trades | 42 | 25 | 17 | 46 | 27 | 19 |
Profitability (%) | 62.5 | 55.3571 | 69.6429 | 58.9286 | 51.7857 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.4491 | 0.8477 | 0.28 | 1.0318 | 0.711 | 1.1251 |
Largest Winning Trade | 46493 | 46493 | 33514 | 603278 | 94339 | 603278 |
Largest Losing Trade | -385295 | -17320 | -385295 | -544854 | -117555 | -544854 |
Avg Bars in Trades | 32 | 17 | 47 | 32 | 17 | 47 |
Avg Bars in Winners | 19 | 12 | 25 | 32 | 18 | 43 |
Avg Bars in Losers | 54 | 23 | 98 | 32 | 16 | 54 |
Bars Traded | 3658 | 994 | 2665 | 3658 | 994 | 2665 |
Profit Streak | 105.0959 | 161.0959 | 105.0959 | 105.0959 | 161.0959 | 105.0959 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577505 | -685092 | -757725 | 422685 | -759358 | -166482 |
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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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