Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -258532.6293 | 105261.1504 | -363793.7797 | 2558895.6093 | -592025.1533 | 3150920.7626 |
Total P&L (%) | -258.5326 | 105.2612 | -363.7938 | 2558.8956 | -592.0252 | 3150.9208 |
Avg Daily Profit (%) | -0.1196 | 0.0487 | -0.1683 | 0.1518 | 0 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -585616 | -127173 | -629595 | -3414665 | -2491601 | -2817809 |
Profit Factor | 0.8134 | 1.3049 | 0.6502 | 1.1761 | 0.9028 | 1.3734 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 250 | 118 | 132 | 228 | 109 | 119 |
Losing Trades | 70 | 42 | 28 | 92 | 51 | 41 |
Profitability (%) | 78.125 | 73.75 | 82.5 | 71.25 | 68.125 | 74.375 |
Ratio Avg Win / Avg Loss | 0.2277 | 0.4645 | 0.1379 | 0.4746 | 0.4224 | 0.4732 |
Largest Winning Trade | 44795 | 19431 | 44795 | 4345201 | 271485 | 4345201 |
Largest Losing Trade | -568134 | -34980 | -568134 | -1242282 | -782871 | -1242282 |
Avg Bars in Trades | 13 | 9 | 16 | 13 | 9 | 16 |
Avg Bars in Winners | 6 | 4 | 7 | 6 | 5 | 8 |
Avg Bars in Losers | 37 | 22 | 59 | 28 | 19 | 40 |
Bars Traded | 4219 | 1540 | 2679 | 4219 | 1540 | 2679 |
Profit Streak | 64.7334 | 95.7334 | 64.7334 | 64.7334 | 95.7334 | 64.7334 |
Trades During Streak | 20 | 13 | 10 | 20 | 13 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573356 | -124127 | -574151 | -14331 | -576191 | 430105 |
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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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