Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -657543.0833 | 39617.9814 | -697161.0647 | 10308178.0239 | -1042736.4408 | 11350914.4646 |
Total P&L (%) | -657.5431 | 39.618 | -697.1611 | 10308.178 | -1042.7364 | 11350.9145 |
Avg Daily Profit (%) | -0.2713 | 0.0163 | -0.2876 | 0.1918 | 0 | 0.1958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -965267 | -63996 | -987194 | -5507291 | -5072766 | -4411139 |
Profit Factor | 0.5362 | 1.1582 | 0.4027 | 1.3989 | 0.9234 | 1.9282 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 156 | 72 | 84 | 152 | 69 | 83 |
Losing Trades | 39 | 26 | 13 | 43 | 29 | 14 |
Profitability (%) | 80 | 73.4694 | 86.5979 | 77.9487 | 70.4082 | 85.567 |
Ratio Avg Win / Avg Loss | 0.134 | 0.4182 | 0.0623 | 0.3958 | 0.3881 | 0.3252 |
Largest Winning Trade | 28190 | 15395 | 28190 | 2439180 | 773813 | 2439180 |
Largest Losing Trade | -720214 | -63996 | -720214 | -4411139 | -1980447 | -4411139 |
Avg Bars in Trades | 36 | 24 | 48 | 36 | 24 | 48 |
Avg Bars in Winners | 15 | 7 | 22 | 20 | 7 | 30 |
Avg Bars in Losers | 117 | 69 | 213 | 91 | 63 | 150 |
Bars Traded | 7040 | 2381 | 4659 | 7040 | 2381 | 4659 |
Profit Streak | 96.0946 | 96.0946 | 115.7613 | 96.0946 | 96.0946 | 115.7613 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574232 | -216703 | -574697 | 477688 | -576430 | 535175 |
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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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