Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -111824.5043 | 74800.9766 | -186625.4809 | 1622845.2038 | 506283.9051 | 1116561.2986 |
Total P&L (%) | -111.8245 | 74.801 | -186.6255 | 1622.8452 | 506.2839 | 1116.5613 |
Avg Daily Profit (%) | -0.0826 | 0.0553 | -0.1379 | 0.2105 | 0.1332 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -506020 | -95949 | -431801 | -514632 | -514632 | -207592 |
Profit Factor | 0.8445 | 1.3396 | 0.6258 | 2.469 | 1.5901 | 5.5236 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 73 | 32 | 41 | 53 | 25 | 28 |
Losing Trades | 17 | 13 | 4 | 37 | 20 | 17 |
Profitability (%) | 81.1111 | 71.1111 | 91.1111 | 58.8889 | 55.5556 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.1967 | 0.5442 | 0.0611 | 1.7236 | 1.2721 | 3.3536 |
Largest Winning Trade | 42411 | 42411 | 30838 | 372395 | 372395 | 324657 |
Largest Losing Trade | -344783 | -52525 | -344783 | -514632 | -514632 | -164801 |
Avg Bars in Trades | 55 | 64 | 45 | 55 | 64 | 45 |
Avg Bars in Winners | 21 | 17 | 24 | 46 | 38 | 54 |
Avg Bars in Losers | 202 | 181 | 268 | 67 | 97 | 32 |
Bars Traded | 4981 | 2914 | 2066 | 4981 | 2914 | 2066 |
Profit Streak | 52.0607 | 52.0607 | 130.8107 | 52.0607 | 52.0607 | 130.8107 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574786 | -116670 | -574292 | 565265 | -11108 | 690749 |
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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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