Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -315900.3633 | 105069.3662 | -420969.7295 | 2682391.7604 | 423932.9388 | 2258458.8216 |
Total P&L (%) | -315.9004 | 105.0694 | -420.9697 | 2682.3918 | 423.9329 | 2258.4588 |
Avg Daily Profit (%) | -0.1516 | 0.0504 | -0.2021 | 0.1598 | 0.0795 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -620780 | -157015 | -648116 | -2284372 | -1818003 | -1651561 |
Profit Factor | 0.7577 | 1.2892 | 0.5523 | 1.3001 | 1.1096 | 1.4456 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 295 | 141 | 154 | 273 | 131 | 142 |
Losing Trades | 80 | 46 | 34 | 102 | 56 | 46 |
Profitability (%) | 78.6667 | 75.4011 | 81.9149 | 72.8 | 70.0535 | 75.5319 |
Ratio Avg Win / Avg Loss | 0.2055 | 0.4206 | 0.1219 | 0.4858 | 0.4743 | 0.4683 |
Largest Winning Trade | 35987 | 35987 | 28963 | 2915363 | 284804 | 2915363 |
Largest Losing Trade | -533402 | -42113 | -533402 | -1651561 | -596224 | -1651561 |
Avg Bars in Trades | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Winners | 26 | 30 | 23 | 31 | 35 | 27 |
Avg Bars in Losers | 192 | 189 | 197 | 144 | 148 | 139 |
Bars Traded | 23232 | 12959 | 10273 | 23232 | 12959 | 10273 |
Profit Streak | 68.656 | 70.156 | 68.656 | 68.656 | 70.156 | 68.656 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574132 | -122065 | -575437 | 431893 | -183966 | 404265 |
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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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