Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -795023.7818 | 76118.7827 | -871142.5645 | 2413879.3761 | -7615194.6816 | 10029074.0578 |
Total P&L (%) | -795.0238 | 76.1188 | -871.1426 | 2413.8794 | -7615.1947 | 10029.0741 |
Avg Daily Profit (%) | -0.3276 | 0.0314 | -0.3589 | 0.1329 | 0 | 0.1905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1063223 | -132844 | -1037484 | -7143143 | -8390747 | -1931464 |
Profit Factor | 0.4419 | 1.2957 | 0.2537 | 1.1349 | 0.3975 | 2.9099 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 31 | 38 | 63 | 28 | 35 |
Losing Trades | 26 | 16 | 10 | 32 | 19 | 13 |
Profitability (%) | 72.6316 | 65.9574 | 79.1667 | 66.3158 | 59.5745 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.1665 | 0.6688 | 0.0668 | 0.5765 | 0.2698 | 1.0808 |
Largest Winning Trade | 90615 | 90615 | 43503 | 9585328 | 778812 | 9585328 |
Largest Losing Trade | -859701 | -53281 | -859701 | -4427396 | -4427396 | -1911480 |
Avg Bars in Trades | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Winners | 25 | 19 | 29 | 34 | 24 | 42 |
Avg Bars in Losers | 100 | 107 | 90 | 68 | 86 | 41 |
Bars Traded | 4353 | 2337 | 2016 | 4353 | 2337 | 2016 |
Profit Streak | 27.3037 | 29.8037 | 27.3037 | 27.3037 | 29.8037 | 27.3037 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576300 | -149907 | -576367 | -85253 | -578915 | 576053 |
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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) |
---|