Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -699473.9458 | -9609.8632 | -689864.0826 | 542144.2937 | -3088095.4254 | 3630239.7191 |
Total P&L (%) | -699.4739 | -9.6099 | -689.8641 | 542.1443 | -3088.0954 | 3630.2397 |
Avg Daily Profit (%) | -0.2896 | -0.004 | -0.2857 | 0.077 | 0 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -922712 | -152301 | -842228 | -3806021 | -3550643 | -1193762 |
Profit Factor | 0.4769 | 0.972 | 0.3061 | 1.0667 | 0.4504 | 2.448 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 60 | 29 | 31 | 56 | 26 | 30 |
Losing Trades | 16 | 9 | 7 | 20 | 12 | 8 |
Profitability (%) | 78.9474 | 76.3158 | 81.5789 | 73.6842 | 68.4211 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.1272 | 0.3016 | 0.0691 | 0.381 | 0.2079 | 0.6528 |
Largest Winning Trade | 38789 | 38789 | 27709 | 4185685 | 901374 | 4185685 |
Largest Losing Trade | -615577 | -61783 | -615577 | -1795209 | -1795209 | -1193762 |
Avg Bars in Trades | 61 | 72 | 51 | 61 | 72 | 51 |
Avg Bars in Winners | 28 | 28 | 27 | 33 | 26 | 39 |
Avg Bars in Losers | 187 | 214 | 153 | 140 | 171 | 94 |
Bars Traded | 4682 | 2743 | 1939 | 4682 | 2743 | 1939 |
Profit Streak | 158.0249 | 158.0249 | 265.0249 | 158.0249 | 158.0249 | 265.0249 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628894 | -575912 | -575282 | -287284 | -576935 | 527876 |
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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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