Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -224449.3437 | -1907.9985 | -222541.3452 | 6085062.7388 | -654719.7377 | 6739782.4766 |
Total P&L (%) | -224.4493 | -1.908 | -222.5413 | 6085.0627 | -654.7197 | 6739.7825 |
Avg Daily Profit (%) | -0.118 | -0.001 | -0.117 | 0.2172 | 0 | 0.2225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -568667 | -35211 | -587680 | -764334 | -1012987 | -730914 |
Profit Factor | 0.6759 | 0.9673 | 0.6491 | 3.4419 | 0.5276 | 7.093 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 60 | 27 | 33 | 54 | 22 | 32 |
Losing Trades | 21 | 14 | 7 | 27 | 19 | 8 |
Profitability (%) | 74.0741 | 65.8537 | 82.5 | 66.6667 | 53.6585 | 80 |
Ratio Avg Win / Avg Loss | 0.2366 | 0.5016 | 0.1377 | 1.7209 | 0.4556 | 1.7732 |
Largest Winning Trade | 40009 | 6394 | 40009 | 1284297 | 344041 | 1284297 |
Largest Losing Trade | -308947 | -14051 | -308947 | -594044 | -506897 | -594044 |
Avg Bars in Trades | 132 | 1 | 267 | 132 | 1 | 267 |
Avg Bars in Winners | 98 | 1 | 178 | 143 | 1 | 242 |
Avg Bars in Losers | 230 | 1 | 687 | 110 | 1 | 368 |
Bars Traded | 10750 | 58 | 10692 | 10750 | 58 | 10692 |
Profit Streak | 486.1441 | 486.1441 | 898.6441 | 486.1441 | 486.1441 | 898.6441 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592696 | -577824 | -575214 | 67987 | -579405 | 794840 |
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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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