Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267944.7383 | 60999.7131 | -328944.4514 | 1374489.3408 | 91772.6545 | 1282716.6863 |
Total P&L (%) | -267.9447 | 60.9997 | -328.9445 | 1374.4893 | 91.7727 | 1282.7167 |
Avg Daily Profit (%) | -0.1671 | 0.038 | -0.2052 | 0.168 | 0.0406 | 0.164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -523962 | -91103 | -484153 | -1012834 | -693801 | -811604 |
Profit Factor | 0.7114 | 1.2584 | 0.525 | 1.5582 | 1.0621 | 2.3038 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 25 | 32 | 41 | 20 | 21 |
Losing Trades | 28 | 17 | 11 | 44 | 22 | 22 |
Profitability (%) | 67.0588 | 59.5238 | 74.4186 | 48.2353 | 47.619 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.3495 | 0.8557 | 0.1805 | 1.6722 | 1.1683 | 2.4135 |
Largest Winning Trade | 46872 | 46872 | 44813 | 612637 | 386690 | 612637 |
Largest Losing Trade | -413655 | -44685 | -413655 | -465272 | -465272 | -274201 |
Avg Bars in Trades | 53 | 63 | 42 | 53 | 63 | 42 |
Avg Bars in Winners | 28 | 30 | 26 | 67 | 84 | 51 |
Avg Bars in Losers | 103 | 112 | 89 | 39 | 45 | 34 |
Bars Traded | 4511 | 2675 | 1836 | 4511 | 2675 | 1836 |
Profit Streak | 44.5875 | 0 | 46.5875 | 44.5875 | 0 | 46.5875 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577506 | -143237 | -577003 | 382767 | -291781 | 441833 |
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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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