Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -192686.1772 | 66495.1818 | -259181.359 | 3433939.96 | -526606.1379 | 3960546.0979 |
Total P&L (%) | -192.6862 | 66.4952 | -259.1814 | 3433.94 | -526.6061 | 3960.5461 |
Avg Daily Profit (%) | -0.0891 | 0.0308 | -0.1199 | 0.1651 | 0 | 0.1715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -489173 | -56750 | -534982 | -2137119 | -1843254 | -1641117 |
Profit Factor | 0.7946 | 1.409 | 0.6657 | 1.3126 | 0.8765 | 1.5893 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 143 | 70 | 73 | 135 | 67 | 68 |
Losing Trades | 29 | 16 | 13 | 37 | 19 | 18 |
Profitability (%) | 83.1395 | 81.3953 | 84.8837 | 78.4884 | 77.907 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.1611 | 0.322 | 0.1185 | 0.3597 | 0.2486 | 0.4207 |
Largest Winning Trade | 43871 | 15183 | 43871 | 2596952 | 209959 | 2596952 |
Largest Losing Trade | -425028 | -32317 | -425028 | -1465599 | -1143698 | -1465599 |
Avg Bars in Trades | 71 | 13 | 129 | 71 | 13 | 129 |
Avg Bars in Winners | 38 | 5 | 71 | 43 | 5 | 80 |
Avg Bars in Losers | 229 | 48 | 451 | 172 | 41 | 310 |
Bars Traded | 12231 | 1137 | 11094 | 12231 | 1137 | 11094 |
Profit Streak | 280.7365 | 413.5698 | 280.7365 | 280.7365 | 413.5698 | 280.7365 |
Trades During Streak | 12 | 14 | 6 | 12 | 14 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573870 | -147160 | -575046 | 445016 | -575406 | 472163 |
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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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