Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -702764.6046 | 4128.6237 | -706893.2284 | 2884923.7136 | -1046401.4889 | 3931325.2024 |
Total P&L (%) | -702.7646 | 4.1286 | -706.8932 | 2884.9237 | -1046.4015 | 3931.3252 |
Avg Daily Profit (%) | -0.2906 | 0.0017 | -0.2923 | 0.1406 | 0 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -917251 | -73013 | -941321 | -4041390 | -2447639 | -2208886 |
Profit Factor | 0.4709 | 1.0178 | 0.3549 | 1.354 | 0.7522 | 2.0014 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 68 | 30 | 38 | 66 | 28 | 38 |
Losing Trades | 25 | 17 | 8 | 27 | 19 | 8 |
Profitability (%) | 73.1183 | 63.8298 | 82.6087 | 70.9677 | 59.5745 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.1731 | 0.5767 | 0.0747 | 0.5539 | 0.5104 | 0.4213 |
Largest Winning Trade | 38266 | 28010 | 38266 | 2041151 | 695633 | 2041151 |
Largest Losing Trade | -709760 | -57616 | -709760 | -2208886 | -1461289 | -2208886 |
Avg Bars in Trades | 100 | 68 | 134 | 100 | 68 | 134 |
Avg Bars in Winners | 53 | 19 | 79 | 67 | 19 | 103 |
Avg Bars in Losers | 230 | 153 | 393 | 181 | 140 | 281 |
Bars Traded | 9365 | 3200 | 6165 | 9365 | 3200 | 6165 |
Profit Streak | 165.7784 | 165.7784 | 243.0284 | 165.7784 | 165.7784 | 243.0284 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575758 | -555705 | -575161 | -1498 | -578073 | 513995 |
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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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