Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -188614.6792 | 64014.4102 | -252629.0894 | 2200674.132 | -173228.1928 | 2373902.3248 |
Total P&L (%) | -188.6147 | 64.0144 | -252.6291 | 2200.6741 | -173.2282 | 2373.9023 |
Avg Daily Profit (%) | -0.0873 | 0.0296 | -0.1169 | 0.1452 | 0 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -475878 | -155922 | -480503 | -1707852 | -2027996 | -657861 |
Profit Factor | 0.8125 | 1.2081 | 0.6382 | 1.4323 | 0.9445 | 2.2065 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 181 | 85 | 96 | 167 | 79 | 88 |
Losing Trades | 35 | 23 | 12 | 49 | 29 | 20 |
Profitability (%) | 83.7963 | 78.7037 | 88.8889 | 77.3148 | 73.1481 | 81.4815 |
Ratio Avg Win / Avg Loss | 0.1571 | 0.3269 | 0.0798 | 0.4203 | 0.3467 | 0.5015 |
Largest Winning Trade | 17171 | 15546 | 17171 | 849935 | 179437 | 849935 |
Largest Losing Trade | -358452 | -47950 | -358452 | -850425 | -850425 | -657861 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 15 | 13 | 16 | 18 | 15 | 22 |
Avg Bars in Losers | 150 | 137 | 173 | 98 | 107 | 86 |
Bars Traded | 8007 | 4326 | 3681 | 8007 | 4326 | 3681 |
Profit Streak | 86.959 | 86.959 | 198.959 | 86.959 | 86.959 | 198.959 |
Trades During Streak | 5 | 2 | 17 | 5 | 2 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573938 | -151174 | -574328 | 234314 | -576805 | 460619 |
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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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