Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267497.4122 | 38208.3788 | -305705.7909 | 2277099.0015 | 261428.933 | 2015670.0686 |
Total P&L (%) | -267.4974 | 38.2084 | -305.7058 | 2277.099 | 261.4289 | 2015.6701 |
Avg Daily Profit (%) | -0.1234 | 0.0176 | -0.1411 | 0.1463 | 0.0593 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -551345 | -111687 | -535636 | -1019031 | -853756 | -535138 |
Profit Factor | 0.7295 | 1.1286 | 0.5581 | 1.6666 | 1.1359 | 2.3508 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 131 | 61 | 70 | 121 | 57 | 64 |
Losing Trades | 20 | 14 | 6 | 30 | 18 | 12 |
Profitability (%) | 86.755 | 81.3333 | 92.1053 | 80.1325 | 76 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.1114 | 0.259 | 0.0478 | 0.4132 | 0.3587 | 0.4408 |
Largest Winning Trade | 23080 | 21333 | 23080 | 1067718 | 123417 | 1067718 |
Largest Losing Trade | -395138 | -51529 | -395138 | -535138 | -391784 | -535138 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 16 | 19 | 15 | 22 | 23 | 20 |
Avg Bars in Losers | 192 | 185 | 210 | 113 | 133 | 83 |
Bars Traded | 6074 | 3755 | 2319 | 6074 | 3755 | 2319 |
Profit Streak | 199.8457 | 199.8457 | 284.1791 | 199.8457 | 199.8457 | 284.1791 |
Trades During Streak | 21 | 10 | 17 | 21 | 10 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573407 | -303562 | -623278 | 352113 | -238219 | -46070 |
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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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