Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -190325.2204 | 88199.4632 | -278524.6836 | 2914719.3554 | 257684.1399 | 2657035.2155 |
Total P&L (%) | -190.3252 | 88.1995 | -278.5247 | 2914.7194 | 257.6841 | 2657.0352 |
Avg Daily Profit (%) | -0.0876 | 0.0406 | -0.1282 | 0.1569 | 0.0587 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -509350 | -108113 | -515268 | -1464825 | -1327143 | -774992 |
Profit Factor | 0.8033 | 1.3083 | 0.5912 | 1.6392 | 1.1044 | 2.2709 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 65 | 30 | 35 | 53 | 24 | 29 |
Losing Trades | 18 | 11 | 7 | 30 | 17 | 13 |
Profitability (%) | 78.3133 | 73.1707 | 83.3333 | 63.8554 | 58.5366 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.2224 | 0.4797 | 0.1182 | 0.9278 | 0.7822 | 1.018 |
Largest Winning Trade | 45292 | 45292 | 29907 | 1691647 | 325149 | 1691647 |
Largest Losing Trade | -378105 | -54631 | -378105 | -774992 | -753337 | -774992 |
Avg Bars in Trades | 98 | 124 | 72 | 98 | 124 | 72 |
Avg Bars in Winners | 45 | 58 | 34 | 65 | 80 | 52 |
Avg Bars in Losers | 286 | 303 | 260 | 156 | 186 | 116 |
Bars Traded | 8142 | 5106 | 3036 | 8142 | 5106 | 3036 |
Profit Streak | 381.1612 | 381.1612 | 541.1612 | 381.1612 | 381.1612 | 541.1612 |
Trades During Streak | 21 | 10 | 12 | 21 | 10 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576480 | -135699 | -575044 | 375077 | -219363 | 534089 |
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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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