Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -313828.7888 | 104742.1113 | -418570.9001 | 2937135.1505 | 536526.6555 | 2400608.495 |
Total P&L (%) | -313.8288 | 104.7421 | -418.5709 | 2937.1352 | 536.5267 | 2400.6085 |
Avg Daily Profit (%) | -0.1743 | 0.0582 | -0.2325 | 0.1898 | 0.1029 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -638348 | -136739 | -624563 | -1441165 | -1441165 | -294182 |
Profit Factor | 0.656 | 1.4403 | 0.3795 | 2.2201 | 1.2605 | 7.9059 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 68 | 33 | 35 | 58 | 27 | 31 |
Losing Trades | 16 | 9 | 7 | 26 | 15 | 11 |
Profitability (%) | 80.9524 | 78.5714 | 83.3333 | 69.0476 | 64.2857 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1544 | 0.3928 | 0.0759 | 0.9952 | 0.7003 | 2.8053 |
Largest Winning Trade | 27121 | 27121 | 26557 | 839879 | 499927 | 839879 |
Largest Losing Trade | -326868 | -69786 | -326868 | -1441165 | -1441165 | -251911 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 18 | 12 | 23 | 20 | 9 | 30 |
Avg Bars in Losers | 127 | 134 | 118 | 79 | 90 | 64 |
Bars Traded | 3274 | 1610 | 1664 | 3274 | 1610 | 1664 |
Profit Streak | 88.214 | 146.714 | 88.214 | 88.214 | 146.714 | 88.214 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574656 | -110723 | -575072 | 504265 | -53673 | 754747 |
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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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