Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -87498.9587 | 222025.6919 | -309524.6507 | 20442899.7113 | 4144910.5176 | 16297989.1938 |
Total P&L (%) | -87.499 | 222.0257 | -309.5247 | 20442.8997 | 4144.9105 | 16297.9892 |
Avg Daily Profit (%) | -0.0486 | 0.1233 | -0.172 | 0.2963 | 0.2085 | 0.2837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -564991 | -110062 | -606136 | -5386192 | -5386192 | -1747269 |
Profit Factor | 0.9202 | 1.7441 | 0.6124 | 2.0651 | 1.3617 | 3.1079 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 117 | 57 | 60 | 107 | 51 | 56 |
Losing Trades | 53 | 28 | 25 | 63 | 34 | 29 |
Profitability (%) | 68.8235 | 67.0588 | 70.5882 | 62.9412 | 60 | 65.8824 |
Ratio Avg Win / Avg Loss | 0.4169 | 0.8567 | 0.2552 | 1.2159 | 0.9078 | 1.6095 |
Largest Winning Trade | 58981 | 58981 | 33255 | 7357447 | 1426935 | 7357447 |
Largest Losing Trade | -345368 | -70409 | -345368 | -5386192 | -5386192 | -1248728 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 10 | 9 | 11 | 13 | 10 | 15 |
Avg Bars in Losers | 38 | 42 | 35 | 30 | 34 | 25 |
Bars Traded | 3323 | 1729 | 1594 | 3323 | 1729 | 1594 |
Profit Streak | 23.0499 | 26.5499 | 23.0499 | 23.0499 | 26.5499 | 23.0499 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575662 | -24357 | -576842 | 577038 | 340041 | 648605 |
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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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