Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -81017.7159 | 43143.8164 | -124161.5324 | 1439785.4197 | 363390.0018 | 1076395.418 |
Total P&L (%) | -81.0177 | 43.1438 | -124.1615 | 1439.7854 | 363.39 | 1076.3954 |
Avg Daily Profit (%) | -0.0599 | 0.0319 | -0.0918 | 0.2023 | 0.1134 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -462388 | -51384 | -425491 | -1323559 | -469624 | -1383725 |
Profit Factor | 0.8963 | 1.2115 | 0.7848 | 1.3477 | 1.2725 | 1.3835 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 61 | 26 | 35 | 59 | 30 | 29 |
Losing Trades | 44 | 27 | 17 | 46 | 23 | 23 |
Profitability (%) | 58.0952 | 49.0566 | 67.3077 | 56.1905 | 56.6038 | 55.7692 |
Ratio Avg Win / Avg Loss | 0.6465 | 1.2581 | 0.3812 | 1.0508 | 0.9756 | 1.0972 |
Largest Winning Trade | 42454 | 36445 | 42454 | 1786899 | 240020 | 1786899 |
Largest Losing Trade | -271792 | -24121 | -271792 | -1123520 | -215959 | -1123520 |
Avg Bars in Trades | 150 | 68 | 234 | 150 | 68 | 234 |
Avg Bars in Winners | 124 | 64 | 170 | 137 | 69 | 208 |
Avg Bars in Losers | 186 | 71 | 367 | 167 | 66 | 267 |
Bars Traded | 15815 | 3610 | 12205 | 15815 | 3610 | 12205 |
Profit Streak | 49.2082 | 49.2916 | 49.2082 | 49.2082 | 49.2916 | 49.2082 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578032 | -332129 | -758026 | 393522 | -221597 | -170263 |
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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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