Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -320145.7042 | 22492.1436 | -342637.8479 | 1123279.3571 | -355010.7442 | 1478290.1013 |
Total P&L (%) | -320.1457 | 22.4921 | -342.6378 | 1123.2794 | -355.0107 | 1478.2901 |
Avg Daily Profit (%) | -0.1979 | 0.0139 | -0.2118 | 0.1549 | 0 | 0.1707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -583832 | -37130 | -610794 | -712893 | -489720 | -657777 |
Profit Factor | 0.6137 | 1.2505 | 0.5363 | 1.494 | 0.5189 | 1.9624 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 21 | 23 | 42 | 19 | 23 |
Losing Trades | 18 | 10 | 8 | 20 | 12 | 8 |
Profitability (%) | 70.9677 | 67.7419 | 74.1935 | 67.7419 | 61.2903 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.2511 | 0.5955 | 0.1865 | 0.7114 | 0.3277 | 0.6826 |
Largest Winning Trade | 40049 | 29305 | 40049 | 570545 | 107338 | 570545 |
Largest Losing Trade | -411392 | -17661 | -411392 | -576676 | -206859 | -576676 |
Avg Bars in Trades | 301 | 46 | 556 | 301 | 46 | 556 |
Avg Bars in Winners | 175 | 33 | 305 | 232 | 35 | 394 |
Avg Bars in Losers | 608 | 73 | 1278 | 447 | 64 | 1021 |
Bars Traded | 18690 | 1439 | 17251 | 18690 | 1439 | 17251 |
Profit Streak | 541.064 | 841.6473 | 541.064 | 541.064 | 841.6473 | 541.064 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735600 | -178169 | -577097 | -147985 | -578398 | 447006 |
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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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