Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -517051.3342 | 70993.2713 | -588044.6054 | 24534855.7783 | 2922593.3608 | 21612262.4174 |
Total P&L (%) | -517.0513 | 70.9933 | -588.0446 | 24534.8558 | 2922.5934 | 21612.2624 |
Avg Daily Profit (%) | -0.2137 | 0.0293 | -0.243 | 0.2278 | 0.141 | 0.2226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -937896 | -45797 | -938275 | -15386391 | -8860456 | -11932623 |
Profit Factor | 0.5638 | 1.3859 | 0.4128 | 1.8077 | 1.1942 | 2.4098 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 117 | 51 | 66 | 117 | 50 | 67 |
Losing Trades | 30 | 23 | 7 | 30 | 24 | 6 |
Profitability (%) | 79.5918 | 68.9189 | 90.411 | 79.5918 | 67.5676 | 91.7808 |
Ratio Avg Win / Avg Loss | 0.1446 | 0.625 | 0.0438 | 0.4635 | 0.5732 | 0.2158 |
Largest Winning Trade | 34635 | 30927 | 34635 | 2761398 | 1929388 | 2761398 |
Largest Losing Trade | -699601 | -56500 | -699601 | -11932623 | -3477633 | -11932623 |
Avg Bars in Trades | 30 | 20 | 41 | 30 | 20 | 41 |
Avg Bars in Winners | 16 | 7 | 23 | 20 | 7 | 30 |
Avg Bars in Losers | 87 | 48 | 213 | 71 | 47 | 170 |
Bars Traded | 4539 | 1494 | 3045 | 4539 | 1494 | 3045 |
Profit Streak | 89.6931 | 89.6931 | 244.1931 | 89.6931 | 89.6931 | 244.1931 |
Trades During Streak | 4 | 2 | 10 | 4 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574871 | -215239 | -646040 | 534010 | -73659 | -55085 |
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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) |
---|