Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -382092.0382 | 43729.9994 | -425822.0376 | 3263537.7581 | -105021.9137 | 3368559.6718 |
Total P&L (%) | -382.092 | 43.73 | -425.822 | 3263.5378 | -105.0219 | 3368.5597 |
Avg Daily Profit (%) | -0.2375 | 0.0272 | -0.2647 | 0.2187 | 0 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -658002 | -108417 | -582824 | -967961 | -1268582 | -345696 |
Profit Factor | 0.5975 | 1.2127 | 0.4275 | 2.4054 | 0.9422 | 7.6491 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 47 | 20 | 27 | 27 | 12 | 15 |
Losing Trades | 10 | 8 | 2 | 30 | 16 | 14 |
Profitability (%) | 82.4561 | 71.4286 | 93.1034 | 47.3684 | 42.8571 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.1271 | 0.4851 | 0.0317 | 2.6727 | 1.2562 | 7.1391 |
Largest Winning Trade | 58243 | 58243 | 46888 | 1943479 | 931415 | 1943479 |
Largest Losing Trade | -582824 | -49416 | -582824 | -967961 | -967961 | -160923 |
Avg Bars in Trades | 105 | 131 | 79 | 105 | 131 | 79 |
Avg Bars in Winners | 38 | 40 | 38 | 120 | 156 | 91 |
Avg Bars in Losers | 416 | 359 | 643 | 91 | 112 | 67 |
Bars Traded | 5992 | 3677 | 2315 | 5992 | 3677 | 2315 |
Profit Streak | 122.222 | 122.222 | 484.972 | 122.222 | 122.222 | 929.972 |
Trades During Streak | 13 | 6 | 14 | 13 | 6 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754481 | -177397 | -574161 | -166074 | -601488 | 662073 |
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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) |
---|