Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285410.0909 | 401690.4886 | -116280.3976 | -1907754.6414 | 4130393.3372 | -6038147.9786 |
Total P&L (%) | 285.4101 | 401.6905 | -116.2804 | -1907.7546 | 4130.3933 | -6038.148 |
Avg Daily Profit (%) | 0.1212 | 0.1706 | -0.0494 | 0 | 0.1591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -332076 | -126447 | -369280 | -6641761 | -2685732 | -6092976 |
Profit Factor | 1.3283 | 1.9882 | 0.7488 | 0.871 | 1.5624 | 0.1885 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 13 | 19 | 35 | 23 | 12 |
Losing Trades | 34 | 20 | 14 | 31 | 10 | 21 |
Profitability (%) | 48.4848 | 39.3939 | 57.5758 | 53.0303 | 69.697 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.4113 | 3.0588 | 0.5518 | 0.7714 | 0.6793 | 0.3298 |
Largest Winning Trade | 152974 | 152974 | 44725 | 4077281 | 4077281 | 403090 |
Largest Losing Trade | -332076 | -64432 | -332076 | -2685732 | -2685732 | -1222695 |
Avg Bars in Trades | 104 | 133 | 76 | 104 | 133 | 76 |
Avg Bars in Winners | 91 | 95 | 88 | 109 | 132 | 64 |
Avg Bars in Losers | 117 | 158 | 59 | 99 | 135 | 82 |
Bars Traded | 6918 | 4404 | 2514 | 6918 | 4404 | 2514 |
Profit Streak | 0 | 0 | 141.053 | 45.3863 | 300.3863 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160048 | 251913 | -578859 | -708328 | 417813 | -586105 |
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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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