Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -882370.7327 | 11975.5299 | -894346.2626 | 790837.6892 | -6987096.0295 | 7777933.7186 |
Total P&L (%) | -882.3707 | 11.9755 | -894.3463 | 790.8377 | -6987.096 | 7777.9337 |
Avg Daily Profit (%) | -0.3646 | 0.0049 | -0.3696 | 0.0904 | 0 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1212537 | -177537 | -1082277 | -7474570 | -7381453 | -1898528 |
Profit Factor | 0.4398 | 1.0347 | 0.2727 | 1.0586 | 0.273 | 3.003 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 66 | 33 | 33 | 64 | 31 | 33 |
Losing Trades | 26 | 13 | 13 | 28 | 15 | 13 |
Profitability (%) | 71.7391 | 71.7391 | 71.7391 | 69.5652 | 67.3913 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.1733 | 0.4076 | 0.1074 | 0.4631 | 0.1321 | 1.183 |
Largest Winning Trade | 72323 | 72323 | 43503 | 8786742 | 1230901 | 8786742 |
Largest Losing Trade | -839776 | -63975 | -839776 | -3931566 | -3931566 | -1871351 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 23 | 24 | 21 | 27 | 22 | 32 |
Avg Bars in Losers | 121 | 149 | 93 | 104 | 137 | 65 |
Bars Traded | 4681 | 2751 | 1930 | 4681 | 2751 | 1930 |
Profit Streak | 39.2384 | 80.7384 | 39.2384 | 39.2384 | 80.7384 | 39.2384 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575869 | -470175 | -576457 | -224942 | -576943 | 605430 |
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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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