Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267056.439 | 101376.6822 | -368433.1212 | 2382089.4079 | 682253.5255 | 1699835.8824 |
Total P&L (%) | -267.0564 | 101.3767 | -368.4331 | 2382.0894 | 682.2535 | 1699.8359 |
Avg Daily Profit (%) | -0.1235 | 0.0469 | -0.1704 | 0.1487 | 0.0952 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -695661 | -99519 | -686330 | -2881064 | -1538260 | -3154654 |
Profit Factor | 0.8036 | 1.344 | 0.6541 | 1.2148 | 1.1932 | 1.2248 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 314 | 147 | 167 | 296 | 141 | 155 |
Losing Trades | 66 | 43 | 23 | 84 | 49 | 35 |
Profitability (%) | 82.6316 | 77.3684 | 87.8947 | 77.8947 | 74.2105 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.1689 | 0.3932 | 0.0901 | 0.3447 | 0.4147 | 0.2766 |
Largest Winning Trade | 40705 | 12094 | 40705 | 3612069 | 403901 | 3612069 |
Largest Losing Trade | -564955 | -36954 | -564955 | -1838572 | -475280 | -1838572 |
Avg Bars in Trades | 22 | 10 | 34 | 22 | 10 | 34 |
Avg Bars in Winners | 11 | 5 | 16 | 12 | 5 | 17 |
Avg Bars in Losers | 73 | 26 | 160 | 58 | 22 | 108 |
Bars Traded | 8443 | 1920 | 6523 | 8443 | 1920 | 6523 |
Profit Streak | 132.2875 | 211.2875 | 132.2875 | 132.2875 | 211.2875 | 132.2875 |
Trades During Streak | 28 | 18 | 14 | 28 | 18 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572525 | -125635 | -573725 | 412887 | -69541 | -9884 |
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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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