Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -245038.7847 | 85505.2829 | -330544.0676 | 380844.237 | -2966818.676 | 3347662.9129 |
Total P&L (%) | -245.0388 | 85.5053 | -330.5441 | 380.8442 | -2966.8187 | 3347.6629 |
Avg Daily Profit (%) | -0.1269 | 0.0443 | -0.1712 | 0.0814 | 0 | 0.1835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -437863 | -170289 | -472074 | -4280869 | -4559305 | -1383847 |
Profit Factor | 0.7876 | 1.2365 | 0.5827 | 1.0381 | 0.5556 | 2.0103 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 137 | 65 | 72 | 111 | 53 | 58 |
Losing Trades | 31 | 19 | 12 | 57 | 31 | 26 |
Profitability (%) | 81.5476 | 77.381 | 85.7143 | 66.0714 | 63.0952 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.1782 | 0.3614 | 0.0971 | 0.5331 | 0.325 | 0.9011 |
Largest Winning Trade | 31400 | 28871 | 31400 | 2380423 | 807786 | 2380423 |
Largest Losing Trade | -322821 | -52931 | -322821 | -1899367 | -1899367 | -1110226 |
Avg Bars in Trades | 21 | 27 | 15 | 21 | 27 | 15 |
Avg Bars in Winners | 6 | 6 | 7 | 10 | 10 | 9 |
Avg Bars in Losers | 86 | 101 | 63 | 44 | 57 | 27 |
Bars Traded | 3630 | 2349 | 1281 | 3630 | 2349 | 1281 |
Profit Streak | 10.378 | 73.878 | 10.378 | 10.378 | 73.878 | 10.378 |
Trades During Streak | 6 | 12 | 3 | 6 | 12 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573645 | -130282 | -574570 | -259688 | -577175 | 474162 |
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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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