Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -341936.8844 | 22630.3881 | -364567.2725 | 76726.9813 | -2313812.3598 | 2390539.3411 |
Total P&L (%) | -341.9369 | 22.6304 | -364.5673 | 76.727 | -2313.8124 | 2390.5393 |
Avg Daily Profit (%) | -0.1771 | 0.0117 | -0.1888 | 0.0295 | 0 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -587134 | -198540 | -500186 | -2116225 | -2452775 | -847246 |
Profit Factor | 0.6976 | 1.0615 | 0.522 | 1.0155 | 0.3162 | 2.5249 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 139 | 68 | 71 | 101 | 48 | 53 |
Losing Trades | 29 | 16 | 13 | 67 | 36 | 31 |
Profitability (%) | 82.7381 | 80.9524 | 84.5238 | 60.119 | 57.1429 | 63.0952 |
Ratio Avg Win / Avg Loss | 0.1455 | 0.2498 | 0.0956 | 0.6736 | 0.2372 | 1.4768 |
Largest Winning Trade | 21325 | 21325 | 17233 | 2718830 | 519244 | 2718830 |
Largest Losing Trade | -357582 | -50210 | -357582 | -935091 | -935091 | -325356 |
Avg Bars in Trades | 43 | 55 | 30 | 43 | 55 | 30 |
Avg Bars in Winners | 13 | 12 | 13 | 20 | 20 | 19 |
Avg Bars in Losers | 187 | 238 | 124 | 77 | 101 | 49 |
Bars Traded | 7257 | 4673 | 2584 | 7257 | 4673 | 2584 |
Profit Streak | 7.7275 | 0 | 12.2275 | 7.7275 | 0 | 12.2275 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574788 | -332915 | -574988 | -355752 | -580181 | 526071 |
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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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