Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -45964.4535 | 103864.2229 | -149828.6764 | 2471826.4746 | 558191.443 | 1913635.0317 |
Total P&L (%) | -45.9645 | 103.8642 | -149.8287 | 2471.8265 | 558.1914 | 1913.635 |
Avg Daily Profit (%) | -0.0243 | 0.055 | -0.0793 | 0.172 | 0.0998 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285082 | -35119 | -316453 | -780037 | -136761 | -656001 |
Profit Factor | 0.9394 | 1.9686 | 0.7698 | 2.017 | 1.8841 | 2.0636 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 149 | 71 | 78 | 91 | 50 | 41 |
Losing Trades | 38 | 23 | 15 | 96 | 44 | 52 |
Profitability (%) | 79.6791 | 75.5319 | 83.871 | 48.6631 | 53.1915 | 44.086 |
Ratio Avg Win / Avg Loss | 0.2396 | 0.6377 | 0.148 | 2.1278 | 1.658 | 2.6172 |
Largest Winning Trade | 30781 | 21247 | 30781 | 908863 | 224811 | 908863 |
Largest Losing Trade | -272534 | -21262 | -272534 | -373114 | -80429 | -373114 |
Avg Bars in Trades | 57 | 8 | 107 | 57 | 8 | 107 |
Avg Bars in Winners | 27 | 3 | 49 | 57 | 9 | 116 |
Avg Bars in Losers | 175 | 22 | 411 | 57 | 7 | 100 |
Bars Traded | 10774 | 782 | 9992 | 10774 | 782 | 9992 |
Profit Streak | 9.5597 | 100.2264 | 9.5597 | 9.5597 | 100.2264 | 9.5597 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574323 | -113640 | -575432 | 493854 | -54045 | 364071 |
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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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