Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -119531.0163 | 124479.1718 | -244010.1881 | 5881493.062 | -634765.2214 | 6516258.2834 |
Total P&L (%) | -119.531 | 124.4792 | -244.0102 | 5881.4931 | -634.7652 | 6516.2583 |
Avg Daily Profit (%) | -0.0551 | 0.0574 | -0.1126 | 0.1889 | 0 | 0.1936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -463308 | -51413 | -517801 | -3969750 | -3397158 | -2481350 |
Profit Factor | 0.8573 | 2.2002 | 0.6676 | 1.3961 | 0.8826 | 1.6902 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 57 | 27 | 30 | 49 | 22 | 27 |
Losing Trades | 25 | 14 | 11 | 33 | 19 | 14 |
Profitability (%) | 69.5122 | 65.8537 | 73.1707 | 59.7561 | 53.6585 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.376 | 1.1409 | 0.2448 | 0.9402 | 0.7622 | 0.8764 |
Largest Winning Trade | 55481 | 35143 | 55481 | 3200152 | 665461 | 3200152 |
Largest Losing Trade | -367952 | -21026 | -367952 | -2481350 | -1209971 | -2481350 |
Avg Bars in Trades | 99 | 14 | 184 | 99 | 14 | 184 |
Avg Bars in Winners | 77 | 12 | 135 | 89 | 12 | 152 |
Avg Bars in Losers | 149 | 17 | 317 | 113 | 15 | 246 |
Bars Traded | 8154 | 587 | 7567 | 8154 | 587 | 7567 |
Profit Streak | 277.9041 | 409.1541 | 277.9041 | 277.9041 | 409.1541 | 277.9041 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -585245 | -109428 | -576345 | 43738 | -578613 | 428085 |
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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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