Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -136108.9741 | 78305.2274 | -214414.2016 | 2256549.0941 | -92375.5882 | 2348924.6823 |
Total P&L (%) | -136.109 | 78.3052 | -214.4142 | 2256.5491 | -92.3756 | 2348.9247 |
Avg Daily Profit (%) | -0.063 | 0.0362 | -0.0992 | 0.1463 | -0.119 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -474253 | -101682 | -456417 | -873479 | -1328355 | -641814 |
Profit Factor | 0.8587 | 1.2444 | 0.6664 | 1.4893 | 0.9672 | 2.3059 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 210 | 99 | 111 | 200 | 97 | 103 |
Losing Trades | 45 | 28 | 17 | 55 | 30 | 25 |
Profitability (%) | 82.3529 | 77.9528 | 86.7188 | 78.4314 | 76.378 | 80.4688 |
Ratio Avg Win / Avg Loss | 0.184 | 0.352 | 0.1021 | 0.4096 | 0.2991 | 0.5597 |
Largest Winning Trade | 15546 | 15546 | 15506 | 1177789 | 128178 | 1177789 |
Largest Losing Trade | -320558 | -57394 | -320558 | -515995 | -515995 | -468632 |
Avg Bars in Trades | 32 | 40 | 23 | 32 | 40 | 23 |
Avg Bars in Winners | 10 | 11 | 10 | 14 | 15 | 14 |
Avg Bars in Losers | 132 | 144 | 111 | 94 | 121 | 62 |
Bars Traded | 8188 | 5154 | 3034 | 8188 | 5154 | 3034 |
Profit Streak | 66.9545 | 114.2045 | 66.9545 | 66.9545 | 114.2045 | 66.9545 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574355 | -141249 | -575336 | 295482 | -575800 | 412752 |
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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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