Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -634881.8433 | 7440.2669 | -642322.1102 | 24458144.0415 | -5264106.0439 | 29722250.0853 |
Total P&L (%) | -634.8818 | 7.4403 | -642.3221 | 24458.144 | -5264.106 | 29722.2501 |
Avg Daily Profit (%) | -0.3967 | 0.0046 | -0.4013 | 0.3445 | 0 | 0.3566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -802129 | -50161 | -639511 | -10778778 | -12372833 | -5253388 |
Profit Factor | 0.4894 | 1.0388 | 0.3892 | 1.6776 | 0.7696 | 3.2439 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 111 | 47 | 64 | 75 | 38 | 37 |
Losing Trades | 47 | 32 | 15 | 83 | 41 | 42 |
Profitability (%) | 70.2532 | 59.4937 | 81.0127 | 47.4684 | 48.1013 | 46.8354 |
Ratio Avg Win / Avg Loss | 0.2072 | 0.7072 | 0.0912 | 1.8565 | 0.8304 | 3.6823 |
Largest Winning Trade | 21968 | 21968 | 17466 | 7984111 | 3481022 | 7984111 |
Largest Losing Trade | -639511 | -25187 | -639511 | -6791474 | -6791474 | -5130674 |
Avg Bars in Trades | 38 | 13 | 64 | 38 | 13 | 64 |
Avg Bars in Winners | 24 | 6 | 38 | 38 | 12 | 66 |
Avg Bars in Losers | 71 | 22 | 176 | 38 | 14 | 63 |
Bars Traded | 6130 | 1035 | 5095 | 6130 | 1035 | 5095 |
Profit Streak | 7.0023 | 7.0023 | 8.0023 | 7.0023 | 7.0023 | 8.0023 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575755 | -556420 | -602339 | 499080 | -607512 | -11479 |
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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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