Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -705718.4735 | 294834.7377 | -1000553.2112 | 3066837.2435 | -364342.8274 | 3431180.071 |
Total P&L (%) | -705.7185 | 294.8347 | -1000.5532 | 3066.8372 | -364.3428 | 3431.1801 |
Avg Daily Profit (%) | -0.3046 | 0.1273 | -0.4319 | 0.1493 | 0 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1271362 | -135986 | -1335776 | -6538421 | -4660298 | -5735526 |
Profit Factor | 0.6423 | 1.7406 | 0.3647 | 1.144 | 0.9646 | 1.3115 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 25 | 24 | 51 | 26 | 25 |
Losing Trades | 41 | 20 | 21 | 39 | 19 | 20 |
Profitability (%) | 54.4444 | 55.5556 | 53.3333 | 56.6667 | 57.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.5374 | 1.3925 | 0.3191 | 0.8748 | 0.7049 | 1.0492 |
Largest Winning Trade | 136095 | 136095 | 65523 | 2548467 | 2111352 | 2548467 |
Largest Losing Trade | -1054308 | -57375 | -1054308 | -5735526 | -2055549 | -5735526 |
Avg Bars in Trades | 150 | 164 | 136 | 150 | 164 | 136 |
Avg Bars in Winners | 127 | 124 | 131 | 127 | 115 | 140 |
Avg Bars in Losers | 177 | 214 | 141 | 179 | 231 | 130 |
Bars Traded | 13535 | 7404 | 6130 | 13535 | 7404 | 6130 |
Profit Streak | 37.4211 | 195.9211 | 37.4211 | 37.4211 | 195.9211 | 37.4211 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578972 | -18744 | -579735 | -55055 | -578317 | 328659 |
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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) |
---|