Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -434613.5971 | 132892.6208 | -567506.2179 | 1700425.3366 | -5446529.8423 | 7146955.179 |
Total P&L (%) | -434.6136 | 132.8926 | -567.5062 | 1700.4253 | -5446.5298 | 7146.9552 |
Avg Daily Profit (%) | -0.1804 | 0.0552 | -0.2356 | 0.1201 | 0 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -805364 | -148186 | -771758 | -7255055 | -6970115 | -1212084 |
Profit Factor | 0.6984 | 1.3248 | 0.4499 | 1.0984 | 0.5201 | 2.2061 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 163 | 79 | 84 | 157 | 75 | 82 |
Losing Trades | 89 | 47 | 42 | 95 | 51 | 44 |
Profitability (%) | 64.6825 | 62.6984 | 66.6667 | 62.3016 | 59.5238 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.3813 | 0.7881 | 0.2249 | 0.6647 | 0.3537 | 1.1838 |
Largest Winning Trade | 106139 | 106139 | 33716 | 5917330 | 835738 | 5917330 |
Largest Losing Trade | -667006 | -66459 | -667006 | -3769750 | -3769750 | -1208462 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 19 | 18 | 19 | 23 | 18 | 28 |
Avg Bars in Losers | 70 | 77 | 61 | 59 | 74 | 43 |
Bars Traded | 9358 | 5153 | 4205 | 9358 | 5153 | 4205 |
Profit Streak | 57.2897 | 57.2897 | 70.0397 | 57.2897 | 57.2897 | 70.0397 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575962 | -117867 | -577252 | -141726 | -578364 | 513200 |
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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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