Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -185041.2977 | 143630.1976 | -328671.4953 | 1402743.0256 | -2546822.6219 | 3949565.6475 |
Total P&L (%) | -185.0413 | 143.6302 | -328.6715 | 1402.743 | -2546.8226 | 3949.5656 |
Avg Daily Profit (%) | -0.0783 | 0.0608 | -0.139 | 0.1147 | 0 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -617710 | -113880 | -581981 | -9446564 | -5997840 | -4491661 |
Profit Factor | 0.8327 | 1.6954 | 0.6347 | 1.062 | 0.7 | 1.2796 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 56 | 29 | 27 | 56 | 28 | 28 |
Losing Trades | 39 | 19 | 20 | 39 | 20 | 19 |
Profitability (%) | 58.9474 | 60.4167 | 57.4468 | 58.9474 | 58.3333 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.5799 | 1.1108 | 0.4702 | 0.7396 | 0.5 | 0.8683 |
Largest Winning Trade | 53666 | 50687 | 53666 | 7049692 | 1337238 | 7049692 |
Largest Losing Trade | -327715 | -35007 | -327715 | -3316360 | -2749710 | -3316360 |
Avg Bars in Trades | 48 | 18 | 78 | 48 | 18 | 78 |
Avg Bars in Winners | 43 | 12 | 76 | 44 | 12 | 76 |
Avg Bars in Losers | 55 | 28 | 81 | 53 | 26 | 82 |
Bars Traded | 4589 | 893 | 3696 | 4589 | 893 | 3696 |
Profit Streak | 231.7203 | 231.7203 | 288.7203 | 231.7203 | 231.7203 | 288.7203 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577985 | -107005 | -578383 | -190638 | -578358 | 310693 |
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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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