Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -298244.0103 | 59934.51 | -358178.5204 | 2747365.4548 | 668130.1787 | 2079235.2761 |
Total P&L (%) | -298.244 | 59.9345 | -358.1785 | 2747.3655 | 668.1302 | 2079.2353 |
Avg Daily Profit (%) | -0.1578 | 0.0317 | -0.1896 | 0.1774 | 0.108 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -510195 | -44816 | -505339 | -1004124 | -292651 | -993295 |
Profit Factor | 0.6998 | 1.3613 | 0.5673 | 1.8219 | 1.6267 | 1.9133 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 101 | 45 | 56 | 67 | 37 | 30 |
Losing Trades | 35 | 23 | 12 | 69 | 31 | 38 |
Profitability (%) | 74.2647 | 66.1765 | 82.3529 | 49.2647 | 54.4118 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.2425 | 0.6958 | 0.1216 | 1.8763 | 1.3629 | 2.4236 |
Largest Winning Trade | 31707 | 19700 | 31707 | 1385211 | 178299 | 1385211 |
Largest Losing Trade | -465737 | -29102 | -465737 | -612378 | -287212 | -612378 |
Avg Bars in Trades | 26 | 11 | 41 | 26 | 11 | 41 |
Avg Bars in Winners | 11 | 6 | 16 | 31 | 12 | 54 |
Avg Bars in Losers | 68 | 21 | 159 | 21 | 10 | 31 |
Bars Traded | 3580 | 760 | 2820 | 3580 | 760 | 2820 |
Profit Streak | 36.1494 | 95.6494 | 36.1494 | 36.1494 | 95.6494 | 36.1494 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575490 | -257839 | -684850 | 473669 | -153448 | -99398 |
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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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