Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -154293.0705 | 115229.8143 | -269522.8848 | 3554386.2439 | 871279.2208 | 2683107.023 |
Total P&L (%) | -154.2931 | 115.2298 | -269.5229 | 3554.3862 | 871.2792 | 2683.107 |
Avg Daily Profit (%) | -0.0819 | 0.0612 | -0.1431 | 0.1913 | 0.1208 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -452558 | -82184 | -434191 | -4627582 | -1739306 | -5385391 |
Profit Factor | 0.8239 | 1.4733 | 0.5739 | 1.2572 | 1.1323 | 1.3711 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 101 | 48 | 53 | 69 | 35 | 34 |
Losing Trades | 22 | 13 | 9 | 54 | 26 | 28 |
Profitability (%) | 82.1138 | 78.6885 | 85.4839 | 56.0976 | 57.377 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1795 | 0.399 | 0.0975 | 0.9839 | 0.8411 | 1.1291 |
Largest Winning Trade | 47136 | 47136 | 20910 | 6240804 | 1218831 | 6240804 |
Largest Losing Trade | -434191 | -42631 | -434191 | -1354999 | -1354999 | -1307338 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 14 | 13 | 15 | 29 | 37 | 21 |
Avg Bars in Losers | 96 | 100 | 91 | 29 | 25 | 33 |
Bars Traded | 3629 | 1963 | 1665 | 3629 | 1963 | 1665 |
Profit Streak | 161.0653 | 161.0653 | 282.0653 | 161.0653 | 161.0653 | 282.0653 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574090 | -268199 | -728757 | 332113 | -267223 | -143416 |
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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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