Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -648134.6865 | 13212.8178 | -661347.5042 | 7874456.8659 | -1125870.3968 | 9000327.2626 |
Total P&L (%) | -648.1347 | 13.2128 | -661.3475 | 7874.4569 | -1125.8704 | 9000.3273 |
Avg Daily Profit (%) | -0.3357 | 0.0068 | -0.3426 | 0.2271 | 0 | 0.2339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -931594 | -43074 | -937657 | -12016256 | -3240093 | -9460991 |
Profit Factor | 0.477 | 1.1375 | 0.4214 | 1.4067 | 0.7959 | 1.6501 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 80 | 33 | 47 | 72 | 30 | 42 |
Losing Trades | 29 | 22 | 7 | 37 | 25 | 12 |
Profitability (%) | 73.3945 | 60 | 87.037 | 66.055 | 54.5455 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.1729 | 0.7583 | 0.0628 | 0.7229 | 0.6632 | 0.4715 |
Largest Winning Trade | 51563 | 14656 | 51563 | 2211598 | 577151 | 2211598 |
Largest Losing Trade | -788572 | -15430 | -788572 | -6889980 | -1669854 | -6889980 |
Avg Bars in Trades | 63 | 5 | 121 | 63 | 5 | 121 |
Avg Bars in Winners | 47 | 3 | 78 | 57 | 3 | 95 |
Avg Bars in Losers | 106 | 9 | 411 | 74 | 8 | 211 |
Bars Traded | 6880 | 311 | 6569 | 6880 | 311 | 6569 |
Profit Streak | 169.2135 | 169.2135 | 235.2135 | 169.2135 | 169.2135 | 235.2135 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575795 | -498015 | -754810 | 399325 | -758998 | -166329 |
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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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