Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -186321.2971 | 121802.0532 | -308123.3504 | 4852992.3428 | 1776351.6668 | 3076640.676 |
Total P&L (%) | -186.3213 | 121.8021 | -308.1234 | 4852.9923 | 1776.3517 | 3076.6407 |
Avg Daily Profit (%) | -0.0986 | 0.0644 | -0.163 | 0.2067 | 0.1552 | 0.1832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -480055 | -58044 | -486869 | -1818311 | -484282 | -1921326 |
Profit Factor | 0.8428 | 1.4084 | 0.6525 | 1.5916 | 1.497 | 1.6646 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 225 | 102 | 123 | 149 | 79 | 70 |
Losing Trades | 72 | 47 | 25 | 148 | 70 | 78 |
Profitability (%) | 75.7576 | 68.4564 | 83.1081 | 50.1684 | 53.0201 | 47.2973 |
Ratio Avg Win / Avg Loss | 0.2697 | 0.649 | 0.1326 | 1.5809 | 1.3264 | 1.8549 |
Largest Winning Trade | 31599 | 31599 | 18712 | 1387609 | 417785 | 1387609 |
Largest Losing Trade | -447343 | -35196 | -447343 | -743871 | -402997 | -743871 |
Avg Bars in Trades | 12 | 7 | 17 | 12 | 7 | 17 |
Avg Bars in Winners | 4 | 3 | 6 | 12 | 8 | 16 |
Avg Bars in Losers | 36 | 16 | 72 | 12 | 6 | 17 |
Bars Traded | 3670 | 1102 | 2568 | 3670 | 1102 | 2568 |
Profit Streak | 0 | 0 | 16.7144 | 0 | 0 | 16.7144 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575607 | -105288 | -574713 | 465294 | 340287 | 417292 |
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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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