Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -77696.9413 | 140383.3949 | -218080.3362 | 21852477.7887 | -1153326.1273 | 23005803.916 |
Total P&L (%) | -77.6969 | 140.3834 | -218.0803 | 21852.4778 | -1153.3261 | 23005.8039 |
Avg Daily Profit (%) | -0.0357 | 0.0645 | -0.1003 | 0.2482 | 0 | 0.2506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -455780 | -63047 | -520656 | -8443629 | -11500678 | -6134959 |
Profit Factor | 0.9319 | 1.4816 | 0.7435 | 1.3929 | 0.9613 | 1.89 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 233 | 113 | 120 | 203 | 99 | 104 |
Losing Trades | 48 | 28 | 20 | 78 | 42 | 36 |
Profitability (%) | 82.9181 | 80.1418 | 85.7143 | 72.242 | 70.2128 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.192 | 0.3671 | 0.1239 | 0.5352 | 0.4078 | 0.6542 |
Largest Winning Trade | 25655 | 20279 | 25655 | 4991037 | 939251 | 4991037 |
Largest Losing Trade | -393169 | -31940 | -393169 | -6134959 | -5291671 | -6134959 |
Avg Bars in Trades | 45 | 22 | 68 | 45 | 22 | 68 |
Avg Bars in Winners | 22 | 10 | 34 | 26 | 10 | 41 |
Avg Bars in Losers | 155 | 73 | 272 | 95 | 52 | 145 |
Bars Traded | 12764 | 3207 | 9557 | 12764 | 3207 | 9557 |
Profit Streak | 5.9426 | 5.9426 | 142.9426 | 5.9426 | 5.9426 | 142.9426 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573965 | -102238 | -574730 | 466496 | -577362 | 495112 |
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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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