Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -557588.628 | 85474.2134 | -643062.8414 | 6569965.278 | -3971137.1366 | 10541102.4146 |
Total P&L (%) | -557.5886 | 85.4742 | -643.0628 | 6569.9653 | -3971.1371 | 10541.1024 |
Avg Daily Profit (%) | -0.2314 | 0.0355 | -0.2669 | 0.1745 | 0 | 0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -922512 | -98284 | -917768 | -6069182 | -6815127 | -2812997 |
Profit Factor | 0.5869 | 1.2709 | 0.3782 | 1.3084 | 0.7364 | 2.6899 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 125 | 58 | 67 | 123 | 57 | 66 |
Losing Trades | 37 | 23 | 14 | 39 | 24 | 15 |
Profitability (%) | 77.1605 | 71.6049 | 82.716 | 75.9259 | 70.3704 | 81.4815 |
Ratio Avg Win / Avg Loss | 0.1737 | 0.504 | 0.079 | 0.4149 | 0.3101 | 0.6113 |
Largest Winning Trade | 43919 | 43919 | 28616 | 5341779 | 1375806 | 5341779 |
Largest Losing Trade | -741759 | -60269 | -741759 | -3726402 | -3726402 | -2381094 |
Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
Avg Bars in Winners | 24 | 22 | 25 | 31 | 26 | 36 |
Avg Bars in Losers | 170 | 182 | 152 | 139 | 166 | 97 |
Bars Traded | 9358 | 5495 | 3863 | 9358 | 5495 | 3863 |
Profit Streak | 24.7995 | 49.5495 | 24.7995 | 24.7995 | 49.5495 | 24.7995 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575382 | -155152 | -587761 | 414847 | -588827 | 116482 |
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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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