Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -195961.8266 | 113700.51 | -309662.3365 | 3985089.0601 | -585946.9463 | 4571036.0064 |
Total P&L (%) | -195.9618 | 113.7005 | -309.6623 | 3985.0891 | -585.9469 | 4571.036 |
Avg Daily Profit (%) | -0.0903 | 0.0524 | -0.1427 | 0.1711 | 0 | 0.1772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -562908 | -133816 | -573792 | -5007009 | -4967833 | -2688579 |
Profit Factor | 0.8424 | 1.3061 | 0.6448 | 1.2002 | 0.9446 | 1.4902 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 264 | 124 | 140 | 248 | 118 | 130 |
Losing Trades | 58 | 37 | 21 | 74 | 43 | 31 |
Profitability (%) | 81.9876 | 77.0186 | 86.9565 | 77.0186 | 73.2919 | 80.7453 |
Ratio Avg Win / Avg Loss | 0.1851 | 0.3897 | 0.0967 | 0.3581 | 0.3442 | 0.3554 |
Largest Winning Trade | 28931 | 28931 | 21631 | 2117789 | 615706 | 2117789 |
Largest Losing Trade | -500525 | -45596 | -500525 | -2688579 | -1920265 | -2688579 |
Avg Bars in Trades | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Winners | 17 | 19 | 16 | 20 | 22 | 18 |
Avg Bars in Losers | 133 | 128 | 143 | 99 | 104 | 92 |
Bars Traded | 12398 | 7123 | 5275 | 12398 | 7123 | 5275 |
Profit Streak | 84.5781 | 84.5781 | 289.2448 | 84.5781 | 84.5781 | 289.2448 |
Trades During Streak | 9 | 4 | 24 | 9 | 4 | 24 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573392 | -119312 | -573923 | 446536 | -576061 | 492261 |
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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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