Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -445378.2515 | 81006.9299 | -526385.1814 | 6258029.4714 | -111137.5703 | 6369167.0417 |
Total P&L (%) | -445.3783 | 81.0069 | -526.3852 | 6258.0295 | -111.1376 | 6369.167 |
Avg Daily Profit (%) | -0.1848 | 0.0336 | -0.2184 | 0.1724 | 0 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -839631 | -74446 | -843470 | -4186752 | -2583002 | -2098059 |
Profit Factor | 0.6556 | 1.3115 | 0.4905 | 1.4443 | 0.9851 | 1.9622 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 65 | 33 | 32 | 61 | 30 | 31 |
Losing Trades | 44 | 22 | 22 | 48 | 25 | 23 |
Profitability (%) | 59.633 | 60 | 59.2593 | 55.9633 | 54.5455 | 57.4074 |
Ratio Avg Win / Avg Loss | 0.4438 | 0.8743 | 0.3372 | 1.1365 | 0.8209 | 1.4558 |
Largest Winning Trade | 52134 | 43716 | 52134 | 3532834 | 835348 | 3532834 |
Largest Losing Trade | -587604 | -28850 | -587604 | -1957877 | -1341364 | -1957877 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 34 | 25 | 44 | 39 | 25 | 53 |
Avg Bars in Losers | 53 | 39 | 68 | 45 | 37 | 54 |
Bars Traded | 4618 | 1700 | 2918 | 4618 | 1700 | 2918 |
Profit Streak | 0 | 0 | 78.305 | 0 | 0 | 78.305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579239 | -328260 | -759075 | 353914 | -760244 | -168112 |
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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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