Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -137936.7333 | 93698.5277 | -231635.2609 | 1290318.4131 | -2801717.8262 | 4092036.2393 |
Total P&L (%) | -137.9367 | 93.6985 | -231.6353 | 1290.3184 | -2801.7178 | 4092.0362 |
Avg Daily Profit (%) | -0.0714 | 0.0485 | -0.12 | 0.1364 | 0 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -364399 | -120749 | -429113 | -2142041 | -3250671 | -1223871 |
Profit Factor | 0.8487 | 1.3332 | 0.6326 | 1.1672 | 0.4472 | 2.5442 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 77 | 35 | 42 | 63 | 27 | 36 |
Losing Trades | 21 | 14 | 7 | 35 | 22 | 13 |
Profitability (%) | 78.5714 | 71.4286 | 85.7143 | 64.2857 | 55.102 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.2315 | 0.5333 | 0.1054 | 0.6484 | 0.3644 | 0.9187 |
Largest Winning Trade | 51836 | 51836 | 28254 | 3359507 | 469607 | 3359507 |
Largest Losing Trade | -287894 | -46007 | -287894 | -1028201 | -1028201 | -637455 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 11 | 14 | 9 | 19 | 20 | 18 |
Avg Bars in Losers | 128 | 120 | 143 | 68 | 73 | 59 |
Bars Traded | 3607 | 2188 | 1419 | 3607 | 2188 | 1419 |
Profit Streak | 12.7934 | 64.2934 | 12.7934 | 12.7934 | 64.2934 | 12.7934 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575453 | -125173 | -575347 | -45625 | -578579 | 507026 |
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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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