Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -394029.9266 | 148929.9828 | -542959.9094 | 6893834.4209 | -2412531.4119 | 9306365.8328 |
Total P&L (%) | -394.0299 | 148.93 | -542.9599 | 6893.8344 | -2412.5314 | 9306.3658 |
Avg Daily Profit (%) | -0.2064 | 0.078 | -0.2845 | 0.2228 | 0 | 0.2384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206628 | -70599 | -154718 | -7676667 | -5395823 | -5707341 |
Profit Factor | 0.6542 | 1.6317 | 0.3991 | 1.4 | 0.7384 | 2.1613 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 80 | 37 | 43 | 46 | 25 | 21 |
Losing Trades | 29 | 17 | 12 | 63 | 29 | 34 |
Profitability (%) | 73.3945 | 68.5185 | 78.1818 | 42.2018 | 46.2963 | 38.1818 |
Ratio Avg Win / Avg Loss | 0.2371 | 0.7497 | 0.1114 | 1.9173 | 0.8566 | 3.4993 |
Largest Winning Trade | 57645 | 57645 | 35582 | 12713620 | 1022457 | 12713620 |
Largest Losing Trade | -679459 | -51910 | -679459 | -2334059 | -2334059 | -905998 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 26 | 18 | 32 | 64 | 69 | 58 |
Avg Bars in Losers | 111 | 112 | 111 | 37 | 28 | 44 |
Bars Traded | 5332 | 2583 | 2749 | 5332 | 2583 | 2749 |
Profit Streak | 35.6599 | 36.3265 | 35.6599 | 35.6599 | 36.3265 | 35.6599 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575548 | -264607 | -755676 | 321299 | -760769 | -170670 |
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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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