Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -196839.7787 | 94136.1673 | -290975.946 | 29038691.5723 | 981021.0578 | 28057670.5145 |
Total P&L (%) | -196.8398 | 94.1362 | -290.9759 | 29038.6916 | 981.0211 | 28057.6705 |
Avg Daily Profit (%) | -0.0903 | 0.0432 | -0.1335 | 0.2607 | 0.1093 | 0.2592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -635535 | -75633 | -652314 | -8087174 | -8413610 | -4711675 |
Profit Factor | 0.8446 | 1.3293 | 0.7033 | 1.6941 | 1.046 | 2.3679 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 290 | 137 | 153 | 278 | 132 | 146 |
Losing Trades | 64 | 40 | 24 | 76 | 45 | 31 |
Profitability (%) | 81.9209 | 77.4011 | 86.4407 | 78.5311 | 74.5763 | 82.4859 |
Ratio Avg Win / Avg Loss | 0.1864 | 0.3881 | 0.1103 | 0.4631 | 0.3566 | 0.5028 |
Largest Winning Trade | 48369 | 10652 | 48369 | 9499455 | 667246 | 9499455 |
Largest Losing Trade | -439210 | -39747 | -439210 | -4409691 | -4133322 | -4409691 |
Avg Bars in Trades | 24 | 10 | 37 | 24 | 10 | 37 |
Avg Bars in Winners | 12 | 5 | 19 | 14 | 6 | 21 |
Avg Bars in Losers | 75 | 28 | 153 | 60 | 24 | 112 |
Bars Traded | 8547 | 1924 | 6622 | 8547 | 1924 | 6622 |
Profit Streak | 10.6857 | 0 | 79.9357 | 10.6857 | 0 | 79.9357 |
Trades During Streak | 1 | 0 | 17 | 1 | 0 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573925 | -132412 | -573865 | 556702 | -214416 | 604954 |
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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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