Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -281914.98 | 91864.2201 | -373779.2001 | 9072748.7999 | 2506709.6662 | 6566039.1337 |
Total P&L (%) | -281.915 | 91.8642 | -373.7792 | 9072.7488 | 2506.7097 | 6566.0391 |
Avg Daily Profit (%) | -0.1163 | 0.0379 | -0.1542 | 0.1866 | 0.1346 | 0.1734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -659512 | -60388 | -673903 | -1708164 | -1595863 | -1948963 |
Profit Factor | 0.6903 | 1.5687 | 0.5008 | 2.2982 | 1.746 | 2.8097 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 16 | 21 | 37 | 15 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 16 | 9 |
Profitability (%) | 59.6774 | 51.6129 | 67.7419 | 59.6774 | 48.3871 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.4664 | 1.4707 | 0.2385 | 1.5529 | 1.8624 | 1.1494 |
Largest Winning Trade | 51524 | 51524 | 40787 | 1464413 | 1464413 | 1256561 |
Largest Losing Trade | -384605 | -60388 | -384605 | -1001427 | -597818 | -1001427 |
Avg Bars in Trades | 75 | 45 | 106 | 75 | 45 | 106 |
Avg Bars in Winners | 52 | 32 | 68 | 64 | 31 | 86 |
Avg Bars in Losers | 109 | 58 | 184 | 91 | 57 | 152 |
Bars Traded | 4684 | 1398 | 3286 | 4684 | 1398 | 3286 |
Profit Streak | 88.2026 | 0 | 210.7026 | 88.2026 | 0 | 210.7026 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737464 | -140380 | -577159 | -144387 | -10270 | 579570 |
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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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