Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -658543.5687 | 10875.7509 | -669419.3197 | 38260089.8965 | -9105242.3648 | 47365332.2613 |
Total P&L (%) | -658.5436 | 10.8758 | -669.4193 | 38260.0899 | -9105.2424 | 47365.3323 |
Avg Daily Profit (%) | -0.4131 | 0.0068 | -0.4199 | 0.3739 | 0 | 0.3873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -845197 | -57939 | -833499 | -17300151 | -26380984 | -5747441 |
Profit Factor | 0.4691 | 1.0624 | 0.3721 | 2.0082 | 0.7003 | 7.2575 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 106 | 47 | 59 | 60 | 32 | 28 |
Losing Trades | 25 | 19 | 6 | 71 | 34 | 37 |
Profitability (%) | 80.916 | 71.2121 | 90.7692 | 45.8015 | 48.4848 | 43.0769 |
Ratio Avg Win / Avg Loss | 0.1106 | 0.4295 | 0.0378 | 2.3764 | 0.744 | 9.5903 |
Largest Winning Trade | 18707 | 18707 | 16883 | 9011466 | 4315402 | 9011466 |
Largest Losing Trade | -658420 | -31703 | -658420 | -9581666 | -9581666 | -5747441 |
Avg Bars in Trades | 46 | 17 | 76 | 46 | 17 | 76 |
Avg Bars in Winners | 27 | 6 | 43 | 52 | 20 | 89 |
Avg Bars in Losers | 129 | 44 | 396 | 41 | 15 | 66 |
Bars Traded | 6119 | 1174 | 4945 | 6119 | 1174 | 4945 |
Profit Streak | 2.3381 | 88.8381 | 0 | 2.3381 | 88.8381 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577940 | -596355 | -707522 | 370408 | -704711 | -116483 |
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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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