Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -535923.1977 | -19943.7577 | -515979.4399 | -135268.6524 | 3834614.6197 | -3969883.2722 |
Total P&L (%) | -535.9232 | -19.9438 | -515.9794 | -135.2687 | 3834.6146 | -3969.8833 |
Avg Daily Profit (%) | -0.2141 | -0.008 | -0.2061 | 0 | 0.1468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -810687 | -180134 | -659310 | -4465276 | -670702 | -4817315 |
Profit Factor | 0.5158 | 0.9312 | 0.3682 | 0.9809 | 5.2855 | 0.359 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 14 | 17 | 45 | 25 | 20 |
Losing Trades | 35 | 19 | 16 | 21 | 8 | 13 |
Profitability (%) | 46.9697 | 42.4242 | 51.5152 | 68.1818 | 75.7576 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.5823 | 1.2638 | 0.3465 | 0.4578 | 1.6914 | 0.2333 |
Largest Winning Trade | 55661 | 55661 | 51409 | 2270800 | 2270800 | 645827 |
Largest Losing Trade | -547715 | -62213 | -547715 | -4465276 | -517011 | -4465276 |
Avg Bars in Trades | 109 | 108 | 110 | 109 | 108 | 110 |
Avg Bars in Winners | 93 | 100 | 88 | 114 | 124 | 102 |
Avg Bars in Losers | 122 | 114 | 133 | 98 | 59 | 122 |
Bars Traded | 7212 | 3578 | 3634 | 7212 | 3578 | 3634 |
Profit Streak | 161.095 | 0 | 241.7617 | 0 | 556.4284 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -710156 | -582082 | -580016 | -706920 | 578438 | -579427 |
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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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