Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -896709.0864 | 60899.1996 | -957608.2861 | -872109.3765 | 4500231.8757 | -5372341.2522 |
Total P&L (%) | -896.7091 | 60.8992 | -957.6083 | -872.1094 | 4500.2319 | -5372.3413 |
Avg Daily Profit (%) | -0.3785 | 0.0257 | -0.4042 | 0 | 0.1617 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1184436 | -141647 | -1120459 | -5130277 | -859758 | -5557284 |
Profit Factor | 0.4304 | 1.1857 | 0.2316 | 0.9131 | 3.1473 | 0.3229 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 15 | 20 | 31 | 19 | 12 |
Losing Trades | 28 | 16 | 12 | 32 | 12 | 20 |
Profitability (%) | 55.5556 | 48.3871 | 62.5 | 49.2063 | 61.2903 | 37.5 |
Ratio Avg Win / Avg Loss | 0.3443 | 1.2647 | 0.1389 | 0.9425 | 1.9878 | 0.5382 |
Largest Winning Trade | 77333 | 77333 | 35301 | 2552435 | 2552435 | 934435 |
Largest Losing Trade | -1070575 | -54878 | -1070575 | -5130277 | -462051 | -5130277 |
Avg Bars in Trades | 104 | 121 | 88 | 104 | 121 | 88 |
Avg Bars in Winners | 70 | 75 | 66 | 114 | 135 | 82 |
Avg Bars in Losers | 147 | 164 | 124 | 95 | 99 | 92 |
Bars Traded | 6600 | 3766 | 2834 | 6600 | 3766 | 2834 |
Profit Streak | 33.5871 | 43.5871 | 33.5871 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730063 | -175546 | -578648 | -732086 | 545347 | -585671 |
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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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