Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -345095.9189 | 44777.958 | -389873.8769 | -10735707.5181 | 3458665.2433 | -14194372.7613 |
Total P&L (%) | -345.0959 | 44.778 | -389.8739 | -10735.7075 | 3458.6652 | -14194.3728 |
Avg Daily Profit (%) | -0.2344 | 0.0304 | -0.2648 | 0 | 0.2429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261176 | -83234 | -270129 | -23854235 | -4061968 | -21083183 |
Profit Factor | 0.6909 | 1.2308 | 0.5774 | 0.7329 | 1.3298 | 0.5223 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 24 | 32 | 43 | 23 | 20 |
Losing Trades | 36 | 22 | 14 | 49 | 23 | 26 |
Profitability (%) | 60.8696 | 52.1739 | 69.5652 | 46.7391 | 50 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.4441 | 1.1283 | 0.2526 | 0.8352 | 1.3298 | 0.6789 |
Largest Winning Trade | 53342 | 41296 | 53342 | 5168841 | 2086726 | 5168841 |
Largest Losing Trade | -465272 | -33947 | -465272 | -15990096 | -2227964 | -15990096 |
Avg Bars in Trades | 93 | 36 | 149 | 93 | 36 | 149 |
Avg Bars in Winners | 89 | 29 | 134 | 69 | 38 | 105 |
Avg Bars in Losers | 99 | 45 | 184 | 114 | 35 | 184 |
Bars Traded | 8597 | 1700 | 6897 | 8597 | 1700 | 6897 |
Profit Streak | 0 | 0 | 46.8786 | 4.712 | 16.8786 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579123 | -154041 | -577179 | -581354 | 335362 | -583240 |
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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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