Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -931811.0563 | -116666.323 | -815144.7332 | -59994.6041 | 1737907.0862 | -1797901.6903 |
Total P&L (%) | -931.8111 | -116.6663 | -815.1447 | -59.9946 | 1737.9071 | -1797.9017 |
Avg Daily Profit (%) | -0.5029 | -0.063 | -0.4399 | -0.0494 | 0.1572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1024118 | -223249 | -864058 | -2253271 | -669019 | -2276932 |
Profit Factor | 0.3172 | 0.646 | 0.2125 | 0.9861 | 2.1392 | 0.3571 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 62 | 29 | 33 | 36 | 21 | 15 |
Losing Trades | 20 | 12 | 8 | 46 | 20 | 26 |
Profitability (%) | 75.6098 | 70.7317 | 80.4878 | 43.9024 | 51.2195 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.1023 | 0.2673 | 0.0515 | 1.26 | 2.0374 | 0.619 |
Largest Winning Trade | 32266 | 32266 | 24394 | 1054849 | 1054849 | 449049 |
Largest Losing Trade | -826799 | -49859 | -826799 | -1009172 | -286239 | -1009172 |
Avg Bars in Trades | 65 | 75 | 54 | 65 | 75 | 54 |
Avg Bars in Winners | 15 | 15 | 15 | 87 | 97 | 72 |
Avg Bars in Losers | 218 | 220 | 216 | 47 | 52 | 44 |
Bars Traded | 5336 | 3096 | 2240 | 5336 | 3096 | 2240 |
Profit Streak | 15.9685 | 54.3018 | 15.9685 | 15.9685 | 54.3018 | 15.9685 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584888 | -577492 | -576227 | -589190 | 449905 | -585380 |
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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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