Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -232321.3988 | 74873.2491 | -307194.6479 | 3865126.8888 | -1575892.4979 | 5441019.3867 |
Total P&L (%) | -232.3214 | 74.8732 | -307.1946 | 3865.1269 | -1575.8925 | 5441.0194 |
Avg Daily Profit (%) | -0.1068 | 0.0344 | -0.1413 | 0.1694 | 0 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -551376 | -64676 | -566682 | -3817909 | -3937799 | -3473617 |
Profit Factor | 0.741 | 1.4201 | 0.5726 | 1.2978 | 0.7664 | 1.8728 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 60.9756 | 53.6585 | 68.2927 | 60.9756 | 53.6585 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.4742 | 1.2264 | 0.2659 | 0.8306 | 0.6618 | 0.8695 |
Largest Winning Trade | 65403 | 65403 | 45512 | 2139711 | 698720 | 2139711 |
Largest Losing Trade | -365987 | -50735 | -365987 | -3473617 | -1587505 | -3473617 |
Avg Bars in Trades | 49 | 23 | 75 | 49 | 23 | 75 |
Avg Bars in Winners | 31 | 16 | 43 | 38 | 17 | 54 |
Avg Bars in Losers | 77 | 32 | 143 | 67 | 31 | 119 |
Bars Traded | 4073 | 980 | 3093 | 4073 | 980 | 3093 |
Profit Streak | 12.2121 | 0 | 180.2121 | 12.2121 | 0 | 180.2121 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587234 | -145291 | -576932 | -277 | -579990 | 451092 |
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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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