Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -399655.3311 | 48107.2846 | -447762.6156 | 832907.1506 | 996648.1899 | -163741.0393 |
Total P&L (%) | -399.6553 | 48.1073 | -447.7626 | 832.9072 | 996.6482 | -163.741 |
Avg Daily Profit (%) | -0.2494 | 0.03 | -0.2794 | 0.1394 | 0.1495 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -819257 | -108286 | -730996 | -997028 | -98229 | -1246066 |
Profit Factor | 0.697 | 1.1512 | 0.5526 | 1.312 | 2.4349 | 0.9171 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 101 | 46 | 55 | 89 | 45 | 44 |
Losing Trades | 64 | 36 | 28 | 76 | 37 | 39 |
Profitability (%) | 61.2121 | 56.0976 | 66.2651 | 53.9394 | 54.878 | 53.012 |
Ratio Avg Win / Avg Loss | 0.4417 | 0.9009 | 0.2813 | 1.1203 | 2.002 | 0.8129 |
Largest Winning Trade | 41208 | 33898 | 41208 | 410835 | 410835 | 274937 |
Largest Losing Trade | -408037 | -59467 | -408037 | -943942 | -98229 | -943942 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 41 | 29 | 51 | 63 | 54 | 72 |
Avg Bars in Losers | 82 | 74 | 92 | 49 | 42 | 56 |
Bars Traded | 9421 | 4022 | 5398 | 9421 | 4022 | 5398 |
Profit Streak | 42.1377 | 42.1377 | 51.1377 | 42.1377 | 42.1377 | 51.1377 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577036 | -213261 | -577244 | -3519 | 301017 | -579239 |
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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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