Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1252540.0878 | 30603.7657 | -1283143.8535 | -1382201.9379 | 12902050.0466 | -14284251.9845 |
Total P&L (%) | -1252.5401 | 30.6038 | -1283.1439 | -1382.2019 | 12902.05 | -14284.252 |
Avg Daily Profit (%) | -0.5267 | 0.0129 | -0.5396 | 0 | 0.2049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1397970 | -118241 | -1441614 | -30214911 | -6685674 | -25016845 |
Profit Factor | 0.4506 | 1.0661 | 0.2938 | 0.9684 | 2.0187 | 0.5409 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 29 | 32 | 45 | 22 | 23 |
Losing Trades | 36 | 19 | 17 | 52 | 26 | 26 |
Profitability (%) | 62.8866 | 60.4167 | 65.3061 | 46.3918 | 45.8333 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.2659 | 0.6985 | 0.1561 | 1.1191 | 2.3858 | 0.6114 |
Largest Winning Trade | 64007 | 49269 | 64007 | 10505468 | 10505468 | 4726331 |
Largest Losing Trade | -992099 | -62410 | -992099 | -9962649 | -3578091 | -9962649 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 34 | 38 | 31 | 90 | 109 | 71 |
Avg Bars in Losers | 133 | 148 | 117 | 55 | 58 | 52 |
Bars Traded | 6952 | 3931 | 3021 | 6952 | 3931 | 3021 |
Profit Streak | 14.4706 | 0 | 14.8039 | 0 | 17.4706 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578257 | -326744 | -578109 | -580256 | 394280 | -581872 |
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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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