Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -98203.1574 | 128216.8542 | -226420.0116 | 7991369.5293 | 58064.4526 | 7933305.0767 |
Total P&L (%) | -98.2032 | 128.2169 | -226.42 | 7991.3695 | 58.0645 | 7933.3051 |
Avg Daily Profit (%) | -0.0519 | 0.0677 | -0.1196 | 0.2324 | 0.0242 | 0.232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -368152 | -35846 | -363273 | -5446551 | -1852844 | -4060146 |
Profit Factor | 0.8971 | 1.6137 | 0.6961 | 1.5148 | 1.0091 | 1.8701 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 86 | 41 | 45 | 68 | 35 | 33 |
Losing Trades | 49 | 27 | 22 | 67 | 33 | 34 |
Profitability (%) | 63.7037 | 60.2941 | 67.1642 | 50.3704 | 51.4706 | 49.2537 |
Ratio Avg Win / Avg Loss | 0.5111 | 1.0627 | 0.3403 | 1.4925 | 0.9514 | 1.9268 |
Largest Winning Trade | 39069 | 27972 | 39069 | 6688283 | 798767 | 6688283 |
Largest Losing Trade | -355961 | -26428 | -355961 | -1904854 | -1143983 | -1904854 |
Avg Bars in Trades | 162 | 70 | 255 | 162 | 70 | 255 |
Avg Bars in Winners | 106 | 66 | 143 | 191 | 60 | 331 |
Avg Bars in Losers | 261 | 78 | 486 | 133 | 82 | 183 |
Bars Traded | 21972 | 4827 | 17145 | 21972 | 4827 | 17145 |
Profit Streak | 59.2783 | 98.0283 | 59.2783 | 59.2783 | 98.0283 | 59.2783 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577131 | -207022 | -694255 | 418657 | -481197 | -104131 |
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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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