Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -174791.6904 | 88952.4611 | -263744.1515 | 6547493.6146 | 937122.8424 | 5610370.7722 |
Total P&L (%) | -174.7917 | 88.9525 | -263.7442 | 6547.4936 | 937.1228 | 5610.3708 |
Avg Daily Profit (%) | -0.0839 | 0.0427 | -0.1266 | 0.2017 | 0.1124 | 0.1944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -559811 | -64383 | -553728 | -3525486 | -2558982 | -2030260 |
Profit Factor | 0.8126 | 1.4789 | 0.647 | 1.6086 | 1.1994 | 1.9258 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 70 | 35 | 35 | 68 | 31 | 37 |
Losing Trades | 48 | 24 | 24 | 50 | 28 | 22 |
Profitability (%) | 59.322 | 59.322 | 59.322 | 57.6271 | 52.5424 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.5572 | 1.0141 | 0.4436 | 1.1828 | 1.0834 | 1.1451 |
Largest Winning Trade | 49936 | 44256 | 49936 | 1353324 | 852119 | 1353324 |
Largest Losing Trade | -367846 | -23998 | -367846 | -1712625 | -1231409 | -1712625 |
Avg Bars in Trades | 207 | 75 | 338 | 207 | 75 | 338 |
Avg Bars in Winners | 172 | 58 | 286 | 198 | 67 | 308 |
Avg Bars in Losers | 257 | 100 | 414 | 218 | 85 | 389 |
Bars Traded | 24430 | 4461 | 19969 | 24430 | 4461 | 19969 |
Profit Streak | 86.6573 | 86.6573 | 212.7406 | 86.6573 | 86.6573 | 212.7406 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577805 | -309194 | -754841 | 458606 | -219092 | -163088 |
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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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