Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -479394.1445 | -13577.7392 | -465816.4053 | 1838749.6505 | -1351771.4902 | 3190521.1407 |
Total P&L (%) | -479.3941 | -13.5777 | -465.8164 | 1838.7497 | -1351.7715 | 3190.5211 |
Avg Daily Profit (%) | -0.2218 | -0.0063 | -0.2155 | 0.1372 | 0 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -692344 | -173042 | -677684 | -4088525 | -3909100 | -1657673 |
Profit Factor | 0.6368 | 0.9632 | 0.51 | 1.1625 | 0.7814 | 1.6217 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 268 | 121 | 147 | 246 | 112 | 134 |
Losing Trades | 59 | 42 | 17 | 81 | 51 | 30 |
Profitability (%) | 81.9572 | 74.2331 | 89.6341 | 75.2294 | 68.7117 | 81.7073 |
Ratio Avg Win / Avg Loss | 0.1402 | 0.3343 | 0.059 | 0.3828 | 0.3558 | 0.3631 |
Largest Winning Trade | 17171 | 13789 | 17171 | 1564213 | 204822 | 1564213 |
Largest Losing Trade | -483826 | -45308 | -483826 | -1657673 | -1088162 | -1657673 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 10 | 9 | 11 | 13 | 12 | 14 |
Avg Bars in Losers | 95 | 75 | 143 | 62 | 56 | 71 |
Bars Traded | 8352 | 4260 | 4092 | 8352 | 4260 | 4092 |
Profit Streak | 29.1644 | 29.1644 | 64.9144 | 29.1644 | 29.1644 | 64.9144 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573245 | -576520 | -573653 | -46134 | -577236 | 516863 |
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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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