Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -56031.8146 | 104522.5261 | -160554.3407 | 563675.2258 | -1642770.3264 | 2206445.5522 |
Total P&L (%) | -56.0318 | 104.5225 | -160.5543 | 563.6752 | -1642.7703 | 2206.4456 |
Avg Daily Profit (%) | -0.0287 | 0.0536 | -0.0824 | 0.0972 | 0 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -335700 | -140457 | -334246 | -1582444 | -1985965 | -728513 |
Profit Factor | 0.9304 | 1.3557 | 0.6861 | 1.1367 | 0.4479 | 2.9209 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 133 | 67 | 66 | 115 | 55 | 60 |
Losing Trades | 35 | 17 | 18 | 53 | 29 | 24 |
Profitability (%) | 79.1667 | 79.7619 | 78.5714 | 68.4524 | 65.4762 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.2448 | 0.344 | 0.1871 | 0.5239 | 0.2362 | 1.1683 |
Largest Winning Trade | 47593 | 47593 | 25334 | 1903105 | 136870 | 1903105 |
Largest Losing Trade | -278290 | -65688 | -278290 | -1209421 | -1209421 | -479582 |
Avg Bars in Trades | 21 | 28 | 15 | 21 | 28 | 15 |
Avg Bars in Winners | 5 | 5 | 6 | 9 | 9 | 9 |
Avg Bars in Losers | 80 | 117 | 46 | 48 | 63 | 30 |
Bars Traded | 3619 | 2354 | 1265 | 3619 | 2354 | 1265 |
Profit Streak | 76.7512 | 76.7512 | 296.7512 | 76.7512 | 76.7512 | 296.7512 |
Trades During Streak | 17 | 8 | 16 | 17 | 8 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574086 | -116856 | -575256 | -129402 | -576942 | 603624 |
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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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