Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -929710.0811 | -29808.7152 | -899901.366 | 21307027.8576 | 3418598.1148 | 17888429.7428 |
Total P&L (%) | -929.7101 | -29.8087 | -899.9014 | 21307.0279 | 3418.5981 | 17888.4297 |
Avg Daily Profit (%) | -0.5809 | -0.0186 | -0.5623 | 0.3359 | 0.2227 | 0.3249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1089666 | -73145 | -664812 | -1976485 | -3886083 | -933756 |
Profit Factor | 0.3678 | 0.8481 | 0.2939 | 3.4052 | 1.5904 | 6.8294 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 19 | 27 | 42 | 19 | 23 |
Losing Trades | 41 | 25 | 16 | 45 | 25 | 20 |
Profitability (%) | 52.8736 | 43.1818 | 62.7907 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.3278 | 1.1159 | 0.1742 | 3.6484 | 2.0926 | 5.9386 |
Largest Winning Trade | 45108 | 26614 | 45108 | 7990715 | 4186697 | 7990715 |
Largest Losing Trade | -662968 | -17516 | -662968 | -1212165 | -1212165 | -855623 |
Avg Bars in Trades | 33 | 6 | 61 | 33 | 6 | 61 |
Avg Bars in Winners | 31 | 5 | 50 | 35 | 6 | 59 |
Avg Bars in Losers | 35 | 7 | 80 | 31 | 6 | 64 |
Bars Traded | 2912 | 270 | 2642 | 2912 | 270 | 2642 |
Profit Streak | 183.6678 | 183.6678 | 271.1678 | 183.6678 | 183.6678 | 271.1678 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578788 | -580454 | -577652 | 599649 | 354889 | 703931 |
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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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