Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -146665.4469 | 369350.9684 | -516016.4152 | 13134504.2704 | 110738.9405 | 13023765.3298 |
Total P&L (%) | -146.6654 | 369.351 | -516.0164 | 13134.5043 | 110.7389 | 13023.7653 |
Avg Daily Profit (%) | -0.0606 | 0.1526 | -0.2132 | 0.2021 | 0.0308 | 0.2017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -768216 | -72405 | -794396 | -5324167 | -4928309 | -1362833 |
Profit Factor | 0.8888 | 2.0574 | 0.4675 | 1.7184 | 1.0077 | 4.3233 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 19 | 26 | 43 | 17 | 26 |
Losing Trades | 22 | 14 | 8 | 24 | 16 | 8 |
Profitability (%) | 67.1642 | 57.5758 | 76.4706 | 64.1791 | 51.5152 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.4345 | 1.516 | 0.1439 | 0.9591 | 0.9484 | 1.3302 |
Largest Winning Trade | 275616 | 275616 | 69385 | 3024709 | 3024709 | 2860189 |
Largest Losing Trade | -612283 | -59819 | -612283 | -3506582 | -3506582 | -1362833 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 51 | 44 | 56 | 54 | 43 | 62 |
Avg Bars in Losers | 103 | 106 | 98 | 93 | 99 | 80 |
Bars Traded | 4599 | 2337 | 2262 | 4599 | 2337 | 2262 |
Profit Streak | 190.9703 | 190.9703 | 265.9703 | 190.9703 | 190.9703 | 265.9703 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698035 | 484912 | -575968 | -109109 | -363886 | 685791 |
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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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