Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -714616.462 | 25745.0255 | -740361.4875 | 3178203.7442 | -3183903.4848 | 6362107.229 |
Total P&L (%) | -714.6165 | 25.745 | -740.3615 | 3178.2037 | -3183.9035 | 6362.1072 |
Avg Daily Profit (%) | -0.2954 | 0.0106 | -0.306 | 0.1443 | 0 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -904407 | -74837 | -960172 | -3367675 | -4054010 | -1519982 |
Profit Factor | 0.4769 | 1.0834 | 0.2999 | 1.2733 | 0.662 | 3.8824 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 19 | 26 | 43 | 17 | 26 |
Losing Trades | 21 | 14 | 7 | 23 | 16 | 7 |
Profitability (%) | 68.1818 | 57.5758 | 78.7879 | 65.1515 | 51.5152 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.2226 | 0.7983 | 0.0807 | 0.6811 | 0.6231 | 1.0453 |
Largest Winning Trade | 47438 | 40088 | 47438 | 2296721 | 1049110 | 2296721 |
Largest Losing Trade | -711901 | -61783 | -711901 | -2324439 | -2324439 | -1381723 |
Avg Bars in Trades | 70 | 86 | 55 | 70 | 86 | 55 |
Avg Bars in Winners | 45 | 52 | 40 | 50 | 51 | 49 |
Avg Bars in Losers | 126 | 132 | 113 | 110 | 123 | 80 |
Bars Traded | 4685 | 2848 | 1837 | 4685 | 2848 | 1837 |
Profit Streak | 160.3333 | 160.3333 | 283.8333 | 160.3333 | 160.3333 | 283.8333 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705392 | -310191 | -575678 | -126684 | -579224 | 675561 |
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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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