Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -340524.5956 | 245279.5165 | -585804.112 | 3576536.9292 | 777707.1287 | 2798829.8004 |
Total P&L (%) | -340.5246 | 245.2795 | -585.8041 | 3576.5369 | 777.7071 | 2798.8298 |
Avg Daily Profit (%) | -0.1414 | 0.1018 | -0.2432 | 0.1498 | 0.0902 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -950238 | -85212 | -949081 | -2091492 | -1455741 | -1145060 |
Profit Factor | 0.7692 | 1.7068 | 0.4809 | 1.4636 | 1.1792 | 1.8295 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 57 | 26 | 31 | 63 | 29 | 34 |
Losing Trades | 56 | 31 | 25 | 50 | 28 | 22 |
Profitability (%) | 50.4425 | 45.614 | 55.3571 | 55.7522 | 50.8772 | 60.7143 |
Ratio Avg Win / Avg Loss | 0.7557 | 2.0351 | 0.3879 | 1.1616 | 1.1385 | 1.1838 |
Largest Winning Trade | 204295 | 204295 | 53897 | 1258722 | 727956 | 1258722 |
Largest Losing Trade | -651127 | -54520 | -651127 | -816857 | -653740 | -816857 |
Avg Bars in Trades | 121 | 79 | 164 | 121 | 79 | 164 |
Avg Bars in Winners | 122 | 89 | 150 | 124 | 83 | 159 |
Avg Bars in Losers | 120 | 70 | 182 | 118 | 75 | 173 |
Bars Traded | 13740 | 4508 | 9232 | 13740 | 4508 | 9232 |
Profit Streak | 0 | 0 | 78.4776 | 0 | 0 | 78.4776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580420 | -235547 | -759581 | 339696 | -275456 | -181618 |
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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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