Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -641575.5388 | 34233.7933 | -675809.3321 | 50860999.3127 | 594055.4066 | 50266943.9062 |
Total P&L (%) | -641.5755 | 34.2338 | -675.8093 | 50860.9993 | 594.0554 | 50266.9439 |
Avg Daily Profit (%) | -0.4009 | 0.0214 | -0.4223 | 0.3903 | 0.1211 | 0.3896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -875356 | -57636 | -869419 | -18113307 | -14855283 | -12735782 |
Profit Factor | 0.5687 | 1.1267 | 0.4447 | 1.6015 | 1.0142 | 2.1739 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 145 | 62 | 83 | 105 | 53 | 52 |
Losing Trades | 65 | 43 | 22 | 105 | 52 | 53 |
Profitability (%) | 69.0476 | 59.0476 | 79.0476 | 50 | 50.4762 | 49.5238 |
Ratio Avg Win / Avg Loss | 0.2549 | 0.7814 | 0.1179 | 1.6015 | 0.9951 | 2.2157 |
Largest Winning Trade | 21968 | 21968 | 19333 | 17857829 | 3687653 | 17857829 |
Largest Losing Trade | -564314 | -31786 | -564314 | -12804533 | -12804533 | -12361594 |
Avg Bars in Trades | 29 | 10 | 48 | 29 | 10 | 48 |
Avg Bars in Winners | 14 | 6 | 21 | 28 | 10 | 46 |
Avg Bars in Losers | 62 | 16 | 152 | 30 | 11 | 50 |
Bars Traded | 6223 | 1114 | 5109 | 6223 | 1114 | 5109 |
Profit Streak | 6.298 | 6.298 | 7.798 | 6.298 | 6.298 | 7.798 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575351 | -248025 | -575873 | 563519 | -236644 | 520913 |
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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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