Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -104047.4102 | 89565.0504 | -193612.4606 | 2384222.4568 | 529154.3132 | 1855068.1436 |
Total P&L (%) | -104.0474 | 89.5651 | -193.6125 | 2384.2225 | 529.1543 | 1855.0681 |
Avg Daily Profit (%) | -0.0553 | 0.0476 | -0.1028 | 0.1708 | 0.0977 | 0.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297802 | -40475 | -322845 | -1335977 | -293090 | -1197398 |
Profit Factor | 0.8845 | 1.4447 | 0.7232 | 1.5712 | 1.353 | 1.6935 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 150 | 67 | 83 | 96 | 51 | 45 |
Losing Trades | 57 | 37 | 20 | 111 | 53 | 58 |
Profitability (%) | 72.4638 | 64.4231 | 80.5825 | 46.3768 | 49.0385 | 43.6893 |
Ratio Avg Win / Avg Loss | 0.3361 | 0.7978 | 0.1743 | 1.8167 | 1.406 | 2.1827 |
Largest Winning Trade | 36426 | 36426 | 28631 | 1461686 | 174578 | 1461686 |
Largest Losing Trade | -295488 | -22145 | -295488 | -350843 | -181899 | -350843 |
Avg Bars in Trades | 17 | 3 | 30 | 17 | 3 | 30 |
Avg Bars in Winners | 11 | 2 | 18 | 19 | 4 | 35 |
Avg Bars in Losers | 33 | 7 | 83 | 15 | 3 | 27 |
Bars Traded | 3583 | 411 | 3172 | 3583 | 411 | 3172 |
Profit Streak | 101.2403 | 101.2403 | 107.2403 | 101.2403 | 101.2403 | 107.2403 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575109 | -127256 | -575480 | 431559 | -61101 | 342283 |
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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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