Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -245358.9049 | 188567.7307 | -433926.6356 | 18440777.3147 | 9799653.8445 | 8641123.4703 |
Total P&L (%) | -245.3589 | 188.5677 | -433.9266 | 18440.7773 | 9799.6538 | 8641.1235 |
Avg Daily Profit (%) | -0.1014 | 0.0779 | -0.1793 | 0.216 | 0.1901 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -785091 | -20003 | -788503 | -15553650 | -3569272 | -15553650 |
Profit Factor | 0.7763 | 3.764 | 0.5782 | 1.4044 | 2.3154 | 1.2265 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 70 | 34 | 36 | 70 | 33 | 37 |
Losing Trades | 19 | 11 | 8 | 19 | 12 | 7 |
Profitability (%) | 78.6517 | 75.5556 | 81.8182 | 78.6517 | 73.3333 | 84.0909 |
Ratio Avg Win / Avg Loss | 0.2107 | 1.2178 | 0.1285 | 0.3812 | 0.842 | 0.232 |
Largest Winning Trade | 52139 | 32074 | 52139 | 4859579 | 2302270 | 4859579 |
Largest Losing Trade | -475836 | -14401 | -475836 | -15553650 | -2525773 | -15553650 |
Avg Bars in Trades | 47 | 4 | 90 | 47 | 4 | 90 |
Avg Bars in Winners | 26 | 3 | 48 | 34 | 3 | 61 |
Avg Bars in Losers | 122 | 10 | 276 | 95 | 9 | 241 |
Bars Traded | 4189 | 218 | 3970 | 4189 | 218 | 3970 |
Profit Streak | 288.9702 | 423.9702 | 288.9702 | 288.9702 | 423.9702 | 288.9702 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575114 | -78120 | -575305 | 464166 | 515154 | 416516 |
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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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