Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -246775.7421 | 113672.0753 | -360447.8174 | 2813687.6476 | -1719252.062 | 4532939.7096 |
Total P&L (%) | -246.7757 | 113.6721 | -360.4478 | 2813.6876 | -1719.2521 | 4532.9397 |
Avg Daily Profit (%) | -0.1023 | 0.0471 | -0.1494 | 0.1399 | 0 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -514320 | -99654 | -560857 | -4007278 | -4269069 | -828454 |
Profit Factor | 0.6754 | 1.7663 | 0.411 | 1.3906 | 0.706 | 4.3426 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 74 | 38 | 36 | 64 | 31 | 33 |
Losing Trades | 15 | 6 | 9 | 25 | 13 | 12 |
Profitability (%) | 83.1461 | 86.3636 | 80 | 71.9101 | 70.4545 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1369 | 0.2789 | 0.1027 | 0.5432 | 0.2961 | 1.5791 |
Largest Winning Trade | 52714 | 41266 | 52714 | 1112202 | 552304 | 1112202 |
Largest Losing Trade | -415973 | -42648 | -415973 | -2390783 | -2390783 | -630313 |
Avg Bars in Trades | 69 | 80 | 58 | 69 | 80 | 58 |
Avg Bars in Winners | 25 | 30 | 19 | 35 | 33 | 37 |
Avg Bars in Losers | 288 | 398 | 214 | 155 | 193 | 114 |
Bars Traded | 6181 | 3553 | 2627 | 6181 | 3553 | 2627 |
Profit Streak | 75.9208 | 75.9208 | 237.2541 | 75.9208 | 75.9208 | 237.2541 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574313 | -123228 | -575326 | -1777 | -576465 | 705182 |
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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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