Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -539543.1137 | 2649.872 | -542192.9857 | 1409705.311 | -2106403.3436 | 3516108.6546 |
Total P&L (%) | -539.5431 | 2.6499 | -542.193 | 1409.7053 | -2106.4033 | 3516.1087 |
Avg Daily Profit (%) | -0.2226 | 0.0011 | -0.2237 | 0.112 | 0 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -753921 | -106979 | -769398 | -3166771 | -2889053 | -683816 |
Profit Factor | 0.4978 | 1.0109 | 0.3484 | 1.2631 | 0.4654 | 3.481 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 58 | 25 | 33 | 58 | 24 | 34 |
Losing Trades | 19 | 13 | 6 | 19 | 14 | 5 |
Profitability (%) | 75.3247 | 65.7895 | 84.6154 | 75.3247 | 63.1579 | 87.1795 |
Ratio Avg Win / Avg Loss | 0.1631 | 0.5257 | 0.0634 | 0.4138 | 0.2715 | 0.5119 |
Largest Winning Trade | 62696 | 62696 | 43643 | 1497823 | 262618 | 1497823 |
Largest Losing Trade | -551109 | -62075 | -551109 | -1472965 | -1472965 | -515214 |
Avg Bars in Trades | 60 | 69 | 51 | 60 | 69 | 51 |
Avg Bars in Winners | 23 | 26 | 21 | 27 | 21 | 31 |
Avg Bars in Losers | 174 | 153 | 218 | 162 | 153 | 188 |
Bars Traded | 4673 | 2657 | 2016 | 4673 | 2657 | 2016 |
Profit Streak | 14.2025 | 14.2025 | 258.7025 | 14.2025 | 14.2025 | 258.7025 |
Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621837 | -563734 | -574892 | -85861 | -577564 | 544719 |
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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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