Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -129308.8487 | 125602.2479 | -254911.0966 | 2647455.9181 | 199208.6271 | 2448247.291 |
Total P&L (%) | -129.3088 | 125.6022 | -254.9111 | 2647.4559 | 199.2086 | 2448.2473 |
Avg Daily Profit (%) | -0.0621 | 0.0603 | -0.1224 | 0.1592 | 0.0526 | 0.1555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -546396 | -88972 | -512697 | -2356636 | -1982416 | -511826 |
Profit Factor | 0.8861 | 1.3093 | 0.6502 | 1.3887 | 1.0445 | 2.0489 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 103 | 47 | 56 | 103 | 48 | 55 |
Losing Trades | 59 | 34 | 25 | 59 | 33 | 26 |
Profitability (%) | 63.5802 | 58.0247 | 69.1358 | 63.5802 | 59.2593 | 67.9012 |
Ratio Avg Win / Avg Loss | 0.5075 | 0.9472 | 0.2903 | 0.7955 | 0.7181 | 0.9685 |
Largest Winning Trade | 43121 | 43121 | 40331 | 527341 | 406807 | 527341 |
Largest Losing Trade | -335588 | -44752 | -335588 | -675344 | -675344 | -416478 |
Avg Bars in Trades | 148 | 148 | 147 | 148 | 148 | 147 |
Avg Bars in Winners | 103 | 75 | 127 | 127 | 93 | 156 |
Avg Bars in Losers | 225 | 250 | 192 | 184 | 228 | 127 |
Bars Traded | 24005 | 12063 | 11942 | 24005 | 12063 | 11942 |
Profit Streak | 71.934 | 0 | 78.3506 | 71.934 | 0 | 78.3506 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577610 | -124586 | -589014 | 353349 | -306366 | 13621 |
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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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