Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -329802.277 | 61242.3486 | -391044.6256 | 10137708.8644 | -1283765.6517 | 11421474.5161 |
Total P&L (%) | -329.8023 | 61.2423 | -391.0446 | 10137.7089 | -1283.7657 | 11421.4745 |
Avg Daily Profit (%) | -0.1515 | 0.0281 | -0.1796 | 0.2128 | 0 | 0.2182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -657903 | -68778 | -681495 | -5208495 | -6652253 | -3292622 |
Profit Factor | 0.7424 | 1.2063 | 0.6024 | 1.3349 | 0.9176 | 1.7771 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 220 | 105 | 115 | 202 | 98 | 104 |
Losing Trades | 45 | 28 | 17 | 63 | 35 | 28 |
Profitability (%) | 83.0189 | 78.9474 | 87.1212 | 76.2264 | 73.6842 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.1519 | 0.3217 | 0.0891 | 0.4163 | 0.3277 | 0.4785 |
Largest Winning Trade | 20279 | 20279 | 18695 | 2996975 | 712976 | 2996975 |
Largest Losing Trade | -501611 | -32506 | -501611 | -3292622 | -2975296 | -3292622 |
Avg Bars in Trades | 48 | 21 | 75 | 48 | 21 | 75 |
Avg Bars in Winners | 25 | 10 | 38 | 28 | 10 | 44 |
Avg Bars in Losers | 161 | 63 | 322 | 112 | 50 | 189 |
Bars Traded | 12763 | 2835 | 9928 | 12763 | 2835 | 9928 |
Profit Streak | 8.4469 | 8.4469 | 145.4469 | 8.4469 | 8.4469 | 145.4469 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574085 | -153264 | -574647 | 456757 | -576959 | 506411 |
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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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