Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -126344.6808 | 116189.2108 | -242533.8916 | 19433391.0092 | 5687705.8733 | 13745685.1359 |
Total P&L (%) | -126.3447 | 116.1892 | -242.5339 | 19433.391 | 5687.7059 | 13745.6851 |
Avg Daily Profit (%) | -0.0584 | 0.0537 | -0.1121 | 0.2442 | 0.1878 | 0.2282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -526294 | -66961 | -556137 | -3137252 | -3644737 | -1661149 |
Profit Factor | 0.8763 | 1.5697 | 0.7034 | 2.2411 | 1.7932 | 2.6195 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 137 | 66 | 71 | 129 | 63 | 66 |
Losing Trades | 31 | 18 | 13 | 39 | 21 | 18 |
Profitability (%) | 81.5476 | 78.5714 | 84.5238 | 76.7857 | 75 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.1983 | 0.4281 | 0.1288 | 0.6775 | 0.5977 | 0.7144 |
Largest Winning Trade | 37849 | 16086 | 37849 | 2146958 | 980501 | 2146958 |
Largest Losing Trade | -369347 | -32879 | -369347 | -1931077 | -1931077 | -1570406 |
Avg Bars in Trades | 37 | 13 | 61 | 37 | 13 | 61 |
Avg Bars in Winners | 22 | 8 | 35 | 24 | 8 | 39 |
Avg Bars in Losers | 105 | 33 | 205 | 81 | 28 | 144 |
Bars Traded | 6330 | 1151 | 5179 | 6330 | 1151 | 5179 |
Profit Streak | 131.3188 | 411.3188 | 131.3188 | 131.3188 | 411.3188 | 131.3188 |
Trades During Streak | 30 | 27 | 15 | 30 | 27 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573713 | -115493 | -574809 | 580417 | 493887 | 570237 |
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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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