Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -106832.1795 | 187246.9452 | -294079.1247 | 1520759.4489 | -1097060.3542 | 2617819.8031 |
Total P&L (%) | -106.8322 | 187.2469 | -294.0791 | 1520.7594 | -1097.0604 | 2617.8198 |
Avg Daily Profit (%) | -0.0594 | 0.104 | -0.1634 | 0.1549 | 0 | 0.1836 |
Buy And Hold Return (%) | 94.2917 | 94.2917 | 94.2917 | 94.2917 | 94.2917 | 94.2917 |
Max Trade Drawdown | -508990 | -93335 | -567391 | -2073601 | -2206966 | -1604270 |
Profit Factor | 0.8917 | 1.7583 | 0.6025 | 1.2131 | 0.7332 | 1.8655 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 168 | 88 | 80 | 150 | 77 | 73 |
Losing Trades | 52 | 22 | 30 | 70 | 33 | 37 |
Profitability (%) | 76.3636 | 80 | 72.7273 | 68.1818 | 70 | 66.3636 |
Ratio Avg Win / Avg Loss | 0.276 | 0.4396 | 0.2259 | 0.5661 | 0.3142 | 0.9455 |
Largest Winning Trade | 25399 | 18155 | 25399 | 1944558 | 194176 | 1944558 |
Largest Losing Trade | -451859 | -70976 | -451859 | -1166333 | -1166333 | -1070673 |
Avg Bars in Trades | 14 | 17 | 12 | 14 | 17 | 12 |
Avg Bars in Winners | 6 | 6 | 6 | 7 | 6 | 9 |
Avg Bars in Losers | 41 | 60 | 27 | 30 | 44 | 18 |
Bars Traded | 3285 | 1941 | 1344 | 3285 | 1941 | 1344 |
Profit Streak | 39.5499 | 52.5499 | 39.5499 | 39.5499 | 52.5499 | 39.5499 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574246 | -54810 | -576000 | 396331 | -576352 | 444093 |
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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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