Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -326446.647 | 47785.9597 | -374232.6067 | 346334.0029 | -5370640.3186 | 5716974.3215 |
Total P&L (%) | -326.4466 | 47.786 | -374.2326 | 346.334 | -5370.6403 | 5716.9743 |
Avg Daily Profit (%) | -0.1681 | 0.0246 | -0.1927 | 0.077 | 0 | 0.2094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -554016 | -189704 | -503008 | -4986484 | -5608023 | -1551792 |
Profit Factor | 0.7222 | 1.1277 | 0.5328 | 1.0294 | 0.3567 | 2.6716 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 150 | 76 | 74 | 108 | 55 | 53 |
Losing Trades | 30 | 14 | 16 | 72 | 35 | 37 |
Profitability (%) | 83.3333 | 84.4444 | 82.2222 | 60 | 61.1111 | 58.8889 |
Ratio Avg Win / Avg Loss | 0.1444 | 0.2077 | 0.1152 | 0.6863 | 0.227 | 1.8651 |
Largest Winning Trade | 21325 | 21325 | 17773 | 5794065 | 1096760 | 5794065 |
Largest Losing Trade | -357070 | -52325 | -357070 | -2221368 | -2221368 | -774180 |
Avg Bars in Trades | 40 | 52 | 28 | 40 | 52 | 28 |
Avg Bars in Winners | 12 | 12 | 12 | 18 | 19 | 18 |
Avg Bars in Losers | 181 | 269 | 104 | 72 | 103 | 43 |
Bars Traded | 7260 | 4683 | 2577 | 7260 | 4683 | 2577 |
Profit Streak | 20.6504 | 82.4004 | 20.6504 | 20.6504 | 82.4004 | 20.6504 |
Trades During Streak | 6 | 11 | 3 | 6 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573739 | -237265 | -574962 | -276052 | -577995 | 568789 |
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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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