Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -477.9397 | 125289.7792 | -125767.7189 | 8507187.9444 | -39329.0594 | 8546517.0037 |
Total P&L (%) | -0.4779 | 125.2898 | -125.7677 | 8507.1879 | -39.3291 | 8546.517 |
Avg Daily Profit (%) | -0.0002 | 0.0578 | -0.058 | 0.2058 | -0.0231 | 0.206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342848 | -114893 | -394826 | -3967317 | -5320596 | -1622819 |
Profit Factor | 0.9994 | 1.5818 | 0.7812 | 1.6601 | 0.9953 | 2.8716 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 144 | 69 | 75 | 124 | 60 | 64 |
Losing Trades | 26 | 16 | 10 | 46 | 25 | 21 |
Profitability (%) | 84.7059 | 81.1765 | 88.2353 | 72.9412 | 70.5882 | 75.2941 |
Ratio Avg Win / Avg Loss | 0.1804 | 0.3668 | 0.1042 | 0.6158 | 0.4147 | 0.9422 |
Largest Winning Trade | 34393 | 34393 | 26517 | 2499411 | 602356 | 2499411 |
Largest Losing Trade | -299495 | -43796 | -299495 | -2539739 | -2539739 | -1622819 |
Avg Bars in Trades | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Winners | 18 | 10 | 26 | 23 | 12 | 33 |
Avg Bars in Losers | 131 | 117 | 154 | 69 | 73 | 64 |
Bars Traded | 6092 | 2584 | 3508 | 6092 | 2584 | 3508 |
Profit Streak | 19.0531 | 0 | 37.7198 | 19.0531 | 0 | 37.7198 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574703 | -111635 | -574704 | 463585 | -578158 | 556425 |
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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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