Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -153838.4053 | 126531.3136 | -280369.7189 | 7424224.8852 | 1648400.9696 | 5775823.9157 |
Total P&L (%) | -153.8384 | 126.5313 | -280.3697 | 7424.2249 | 1648.401 | 5775.8239 |
Avg Daily Profit (%) | -0.0709 | 0.0583 | -0.1291 | 0.1992 | 0.1319 | 0.1878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -582257 | -59215 | -592525 | -1820501 | -1658681 | -1547332 |
Profit Factor | 0.8666 | 1.4139 | 0.6691 | 1.8645 | 1.3942 | 2.311 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 91 | 43 | 48 | 93 | 43 | 50 |
Losing Trades | 85 | 45 | 40 | 83 | 45 | 38 |
Profitability (%) | 51.7045 | 48.8636 | 54.5455 | 52.8409 | 48.8636 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.8094 | 1.4797 | 0.5576 | 1.664 | 1.459 | 1.7563 |
Largest Winning Trade | 43105 | 38301 | 43105 | 847644 | 847644 | 811230 |
Largest Losing Trade | -406711 | -54003 | -406711 | -872268 | -590288 | -872268 |
Avg Bars in Trades | 48 | 22 | 74 | 48 | 22 | 74 |
Avg Bars in Winners | 43 | 21 | 63 | 46 | 22 | 67 |
Avg Bars in Losers | 53 | 22 | 87 | 50 | 22 | 83 |
Bars Traded | 8498 | 1949 | 6549 | 8498 | 1949 | 6549 |
Profit Streak | 18.6036 | 0 | 23.8536 | 18.6036 | 0 | 23.8536 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579073 | -114798 | -579475 | 483175 | -16369 | 501500 |
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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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