Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -600444.886 | 50102.5844 | -650547.4704 | -99617.6767 | -2510029.6485 | 2410411.9719 |
Total P&L (%) | -600.4449 | 50.1026 | -650.5475 | -99.6177 | -2510.0296 | 2410.412 |
Avg Daily Profit (%) | -0.311 | 0.0259 | -0.3369 | -0.2879 | 0 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -941347 | -213297 | -739457 | -2462532 | -2593972 | -1063610 |
Profit Factor | 0.6061 | 1.1342 | 0.4348 | 0.981 | 0.1303 | 2.0203 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 17 | 24 | 37 | 16 | 21 |
Losing Trades | 41 | 24 | 17 | 45 | 25 | 20 |
Profitability (%) | 50 | 41.4634 | 58.5366 | 45.122 | 39.0244 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.6061 | 1.6013 | 0.308 | 1.1931 | 0.2036 | 1.9241 |
Largest Winning Trade | 85959 | 85959 | 56931 | 2963453 | 77140 | 2963453 |
Largest Losing Trade | -592018 | -44921 | -592018 | -1048551 | -984521 | -1048551 |
Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Winners | 50 | 37 | 59 | 62 | 45 | 74 |
Avg Bars in Losers | 84 | 73 | 101 | 72 | 66 | 78 |
Bars Traded | 5541 | 2400 | 3142 | 5541 | 2400 | 3142 |
Profit Streak | 0 | 100.0412 | 0 | 0 | 100.0412 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -589555 | -234032 | -579635 | -589785 | -584450 | 424414 |
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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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