Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -618208.3093 | 92177.4137 | -710385.7229 | 8433467.6458 | -3042798.4163 | 11476266.0621 |
Total P&L (%) | -618.2083 | 92.1774 | -710.3857 | 8433.4676 | -3042.7984 | 11476.2661 |
Avg Daily Profit (%) | -0.2565 | 0.0382 | -0.2948 | 0.1847 | 0 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -936299 | -66995 | -972454 | -10897589 | -6984927 | -6893583 |
Profit Factor | 0.6084 | 1.2517 | 0.4141 | 1.182 | 0.8846 | 1.5749 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 98 | 51 | 47 | 100 | 50 | 50 |
Losing Trades | 76 | 36 | 40 | 74 | 37 | 37 |
Profitability (%) | 56.3218 | 58.6207 | 54.023 | 57.4713 | 57.4713 | 57.4713 |
Ratio Avg Win / Avg Loss | 0.4718 | 0.8836 | 0.3524 | 0.8747 | 0.6546 | 1.1654 |
Largest Winning Trade | 49849 | 35526 | 49849 | 3601079 | 2351631 | 3601079 |
Largest Losing Trade | -707731 | -66995 | -707731 | -6439935 | -3626417 | -6439935 |
Avg Bars in Trades | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Winners | 25 | 28 | 21 | 28 | 27 | 29 |
Avg Bars in Losers | 58 | 63 | 54 | 55 | 63 | 46 |
Bars Traded | 6951 | 3751 | 3200 | 6951 | 3751 | 3200 |
Profit Streak | 7.7252 | 26.7252 | 0 | 7.7252 | 26.7252 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578370 | -141875 | -580578 | -11536 | -579115 | 375338 |
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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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