Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -387602.0108 | 54392.1303 | -441994.1411 | 4310521.4316 | -164079.7739 | 4474601.2055 |
Total P&L (%) | -387.602 | 54.3921 | -441.9941 | 4310.5214 | -164.0798 | 4474.6012 |
Avg Daily Profit (%) | -0.2007 | 0.0282 | -0.2289 | 0.1963 | 0 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -685395 | -77334 | -699764 | -3435112 | -1471261 | -2836737 |
Profit Factor | 0.6552 | 1.3116 | 0.5346 | 1.4955 | 0.953 | 1.8588 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 139 | 61 | 78 | 131 | 57 | 74 |
Losing Trades | 32 | 25 | 7 | 40 | 29 | 11 |
Profitability (%) | 81.2866 | 70.9302 | 91.7647 | 76.6082 | 66.2791 | 87.0588 |
Ratio Avg Win / Avg Loss | 0.1508 | 0.5376 | 0.048 | 0.4566 | 0.4848 | 0.2763 |
Largest Winning Trade | 26739 | 13969 | 26739 | 1803555 | 305363 | 1803555 |
Largest Losing Trade | -619724 | -27917 | -619724 | -2146399 | -473951 | -2146399 |
Avg Bars in Trades | 30 | 13 | 47 | 30 | 13 | 47 |
Avg Bars in Winners | 16 | 6 | 23 | 19 | 5 | 30 |
Avg Bars in Losers | 93 | 32 | 310 | 65 | 28 | 162 |
Bars Traded | 5208 | 1172 | 4036 | 5208 | 1172 | 4036 |
Profit Streak | 93.3746 | 93.3746 | 208.0412 | 93.3746 | 93.3746 | 208.0412 |
Trades During Streak | 8 | 4 | 14 | 8 | 4 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574022 | -153455 | -574178 | 487100 | -577035 | 536906 |
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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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