Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -367669.6377 | 53973.7605 | -421643.3982 | 1586290.433 | -972793.7423 | 2559084.1753 |
Total P&L (%) | -367.6696 | 53.9738 | -421.6434 | 1586.2904 | -972.7937 | 2559.0842 |
Avg Daily Profit (%) | -0.1696 | 0.0249 | -0.1945 | 0.1304 | 0 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -606279 | -120451 | -603757 | -2219401 | -2216572 | -891447 |
Profit Factor | 0.7017 | 1.13 | 0.4839 | 1.1855 | 0.8231 | 1.8386 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 186 | 89 | 97 | 164 | 78 | 86 |
Losing Trades | 48 | 28 | 20 | 70 | 39 | 31 |
Profitability (%) | 79.4872 | 76.0684 | 82.906 | 70.0855 | 66.6667 | 73.5043 |
Ratio Avg Win / Avg Loss | 0.1811 | 0.3555 | 0.0998 | 0.506 | 0.4115 | 0.6628 |
Largest Winning Trade | 42737 | 42737 | 19820 | 1963410 | 552425 | 1963410 |
Largest Losing Trade | -456877 | -58937 | -456877 | -1321443 | -1321443 | -866703 |
Avg Bars in Trades | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Winners | 21 | 24 | 18 | 29 | 32 | 26 |
Avg Bars in Losers | 173 | 186 | 153 | 108 | 126 | 84 |
Bars Traded | 12347 | 7444 | 4903 | 12347 | 7444 | 4903 |
Profit Streak | 77.3209 | 77.3209 | 285.6542 | 77.3209 | 77.3209 | 285.6542 |
Trades During Streak | 3 | 1 | 23 | 3 | 1 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574360 | -235955 | -574861 | -31437 | -578302 | 472524 |
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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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