Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -629107.48 | 5916.6472 | -635024.1272 | 11501487.0646 | 941962.494 | 10559524.5706 |
Total P&L (%) | -629.1075 | 5.9166 | -635.0241 | 11501.4871 | 941.9625 | 10559.5246 |
Avg Daily Profit (%) | -0.3932 | 0.0037 | -0.3969 | 0.2975 | 0.1466 | 0.2922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -855360 | -68721 | -803724 | -4424416 | -2957062 | -3406062 |
Profit Factor | 0.5192 | 1.0282 | 0.4219 | 2.0352 | 1.1676 | 2.9232 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 22 | 28 | 52 | 24 | 28 |
Losing Trades | 54 | 30 | 24 | 52 | 28 | 24 |
Profitability (%) | 48.0769 | 42.3077 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.5607 | 1.4021 | 0.3616 | 2.0352 | 1.3622 | 2.5056 |
Largest Winning Trade | 37640 | 37640 | 34937 | 3174370 | 1674090 | 3174370 |
Largest Losing Trade | -512682 | -21961 | -512682 | -2139183 | -1308542 | -2139183 |
Avg Bars in Trades | 29 | 11 | 47 | 29 | 11 | 47 |
Avg Bars in Winners | 33 | 11 | 49 | 30 | 11 | 47 |
Avg Bars in Losers | 25 | 10 | 45 | 28 | 10 | 48 |
Bars Traded | 3063 | 576 | 2487 | 3063 | 576 | 2487 |
Profit Streak | 82.8577 | 86.8577 | 82.8577 | 82.8577 | 86.8577 | 82.8577 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580009 | -725386 | -759776 | 513219 | -213795 | -164590 |
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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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