Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -71534.4599 | 152892.6601 | -224427.1199 | 14524771.9903 | 2699425.7494 | 11825346.241 |
Total P&L (%) | -71.5345 | 152.8927 | -224.4271 | 14524.772 | 2699.4257 | 11825.3462 |
Avg Daily Profit (%) | -0.0378 | 0.0807 | -0.1185 | 0.2636 | 0.1761 | 0.2528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -389074 | -31663 | -391260 | -4534204 | -1294358 | -3587719 |
Profit Factor | 0.9253 | 1.8591 | 0.712 | 1.9649 | 1.4881 | 2.2419 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 161 | 76 | 85 | 103 | 55 | 48 |
Losing Trades | 40 | 25 | 15 | 98 | 46 | 52 |
Profitability (%) | 80.0995 | 75.2475 | 85 | 51.2438 | 54.4554 | 48 |
Ratio Avg Win / Avg Loss | 0.2299 | 0.6115 | 0.1257 | 1.8696 | 1.2446 | 2.4287 |
Largest Winning Trade | 36241 | 36241 | 27718 | 5827725 | 842753 | 5827725 |
Largest Losing Trade | -389074 | -29937 | -389074 | -1484997 | -1294358 | -1484997 |
Avg Bars in Trades | 54 | 30 | 79 | 54 | 30 | 79 |
Avg Bars in Winners | 26 | 13 | 38 | 55 | 33 | 80 |
Avg Bars in Losers | 167 | 81 | 310 | 53 | 26 | 77 |
Bars Traded | 11015 | 3106 | 7909 | 11015 | 3106 | 7909 |
Profit Streak | 0 | 0 | 64.6282 | 0 | 0 | 64.6282 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575827 | -81138 | -575027 | 486989 | 336944 | 470750 |
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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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