Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -871914.7358 | -109770.5575 | -762144.1783 | -53182.0749 | 2518432.6385 | -2571614.7134 |
Total P&L (%) | -871.9147 | -109.7706 | -762.1442 | -53.1821 | 2518.4326 | -2571.6147 |
Avg Daily Profit (%) | -0.4705 | -0.0592 | -0.4113 | -0.0409 | 0.1764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -930586 | -201766 | -799209 | -3276413 | -829489 | -3583945 |
Profit Factor | 0.3299 | 0.6329 | 0.2394 | 0.9915 | 2.2229 | 0.3844 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 24 | 28 | 32 | 18 | 14 |
Losing Trades | 18 | 11 | 7 | 38 | 17 | 21 |
Profitability (%) | 74.2857 | 68.5714 | 80 | 45.7143 | 51.4286 | 40 |
Ratio Avg Win / Avg Loss | 0.1142 | 0.2901 | 0.0599 | 1.1774 | 2.0994 | 0.5766 |
Largest Winning Trade | 35538 | 35538 | 20865 | 1597039 | 1597039 | 1036351 |
Largest Losing Trade | -799209 | -50723 | -799209 | -945355 | -303483 | -945355 |
Avg Bars in Trades | 50 | 59 | 42 | 50 | 59 | 42 |
Avg Bars in Winners | 13 | 13 | 13 | 68 | 77 | 57 |
Avg Bars in Losers | 158 | 159 | 155 | 35 | 40 | 32 |
Bars Traded | 3552 | 2070 | 1482 | 3552 | 2070 | 1482 |
Profit Streak | 144.8569 | 144.8569 | 255.3569 | 144.8569 | 144.8569 | 255.3569 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674716 | -577418 | -575546 | -678141 | 475329 | -583324 |
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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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