Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -63466.5032 | 99993.8919 | -163460.3951 | 8255310.8554 | -9256894.9087 | 17512205.7641 |
Total P&L (%) | -63.4665 | 99.9939 | -163.4604 | 8255.3109 | -9256.8949 | 17512.2058 |
Avg Daily Profit (%) | -0.0294 | 0.0463 | -0.0756 | 0.2049 | 0 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -379862 | -94009 | -449766 | -16435877 | -15666123 | -4701751 |
Profit Factor | 0.919 | 1.6996 | 0.7447 | 1.246 | 0.548 | 2.3391 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 116 | 56 | 60 | 98 | 47 | 51 |
Losing Trades | 22 | 13 | 9 | 40 | 22 | 18 |
Profitability (%) | 84.058 | 81.1594 | 86.9565 | 71.0145 | 68.1159 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1743 | 0.3946 | 0.1117 | 0.5086 | 0.2565 | 0.8256 |
Largest Winning Trade | 41536 | 11537 | 41536 | 5342606 | 911079 | 5342606 |
Largest Losing Trade | -335932 | -38415 | -335932 | -8757163 | -8757163 | -4701751 |
Avg Bars in Trades | 58 | 22 | 95 | 58 | 22 | 95 |
Avg Bars in Winners | 28 | 9 | 46 | 35 | 11 | 57 |
Avg Bars in Losers | 219 | 80 | 421 | 116 | 47 | 201 |
Bars Traded | 8138 | 1562 | 6576 | 8138 | 1562 | 6576 |
Profit Streak | 177.5948 | 379.5948 | 177.5948 | 177.5948 | 379.5948 | 177.5948 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574467 | -226748 | -676923 | 383047 | -678490 | -87558 |
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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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