Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -397505.9854 | 798.03 | -398304.0154 | 32985.2393 | -2779185.5717 | 2812170.811 |
Total P&L (%) | -397.506 | 0.798 | -398.304 | 32.9852 | -2779.1856 | 2812.1708 |
Avg Daily Profit (%) | -0.2055 | 0.0004 | -0.2059 | 0.0147 | 0 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -594247 | -204197 | -521318 | -2821915 | -2938127 | -1372727 |
Profit Factor | 0.6624 | 1.002 | 0.4888 | 1.005 | 0.3807 | 2.3095 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 168 | 86 | 82 | 126 | 64 | 62 |
Losing Trades | 42 | 19 | 23 | 84 | 41 | 43 |
Profitability (%) | 80 | 81.9048 | 78.0952 | 60 | 60.9524 | 59.0476 |
Ratio Avg Win / Avg Loss | 0.1656 | 0.2214 | 0.1371 | 0.67 | 0.2439 | 1.6017 |
Largest Winning Trade | 28871 | 28871 | 13958 | 3636849 | 1038884 | 3636849 |
Largest Losing Trade | -333584 | -52045 | -333584 | -1290450 | -1290450 | -445056 |
Avg Bars in Trades | 25 | 33 | 18 | 25 | 33 | 18 |
Avg Bars in Winners | 8 | 8 | 8 | 12 | 13 | 12 |
Avg Bars in Losers | 97 | 149 | 54 | 45 | 65 | 27 |
Bars Traded | 5445 | 3521 | 1923 | 5445 | 3521 | 1923 |
Profit Streak | 13.6778 | 75.0111 | 13.6778 | 13.6778 | 75.0111 | 13.6778 |
Trades During Streak | 6 | 11 | 3 | 6 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573883 | -572285 | -575356 | -388427 | -577971 | 536080 |
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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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