Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -577813.9951 | 6770.3315 | -584584.3265 | 6520363.3752 | -905452.9809 | 7425816.3561 |
Total P&L (%) | -577.814 | 6.7703 | -584.5843 | 6520.3634 | -905.453 | 7425.8164 |
Avg Daily Profit (%) | -0.2654 | 0.0031 | -0.2685 | 0.1927 | 0 | 0.1986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -862546 | -72104 | -863552 | -4496235 | -4349352 | -4811200 |
Profit Factor | 0.5686 | 1.0364 | 0.4932 | 1.3094 | 0.8832 | 1.5575 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 106 | 49 | 57 | 102 | 48 | 54 |
Losing Trades | 41 | 25 | 16 | 45 | 26 | 19 |
Profitability (%) | 72.1088 | 66.2162 | 78.0822 | 69.3878 | 64.8649 | 73.9726 |
Ratio Avg Win / Avg Loss | 0.2199 | 0.5288 | 0.1384 | 0.5777 | 0.4784 | 0.548 |
Largest Winning Trade | 29581 | 15560 | 29581 | 2982737 | 643106 | 2982737 |
Largest Losing Trade | -589246 | -38319 | -589246 | -3557053 | -1670827 | -3557053 |
Avg Bars in Trades | 86 | 5 | 168 | 86 | 5 | 168 |
Avg Bars in Winners | 57 | 3 | 104 | 60 | 3 | 110 |
Avg Bars in Losers | 160 | 10 | 395 | 145 | 9 | 330 |
Bars Traded | 12685 | 411 | 12274 | 12685 | 411 | 12274 |
Profit Streak | 0 | 0 | 294.863 | 0 | 0 | 294.863 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577523 | -598356 | -647385 | 336686 | -642753 | -59123 |
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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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