Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -704131.2008 | 34387.802 | -738519.0028 | 1672554.6097 | -1418991.2037 | 3091545.8134 |
Total P&L (%) | -704.1312 | 34.3878 | -738.519 | 1672.5546 | -1418.9912 | 3091.5458 |
Avg Daily Profit (%) | -0.2921 | 0.0143 | -0.3064 | 0.1194 | 0 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -947918 | -88648 | -952394 | -1575743 | -1986440 | -825738 |
Profit Factor | 0.4842 | 1.1078 | 0.294 | 1.3059 | 0.6577 | 3.3384 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 57 | 24 | 33 | 55 | 23 | 32 |
Losing Trades | 17 | 13 | 4 | 19 | 14 | 5 |
Profitability (%) | 77.027 | 64.8649 | 89.1892 | 74.3243 | 62.1622 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.1444 | 0.6001 | 0.0356 | 0.4511 | 0.4003 | 0.5216 |
Largest Winning Trade | 69138 | 69138 | 41037 | 1756350 | 362962 | 1756350 |
Largest Losing Trade | -774059 | -67149 | -774059 | -952850 | -952850 | -825738 |
Avg Bars in Trades | 95 | 116 | 75 | 95 | 116 | 75 |
Avg Bars in Winners | 44 | 42 | 44 | 51 | 37 | 62 |
Avg Bars in Losers | 268 | 251 | 324 | 222 | 245 | 155 |
Bars Traded | 7075 | 4296 | 2779 | 7075 | 4296 | 2779 |
Profit Streak | 47.9038 | 47.9038 | 253.9038 | 47.9038 | 47.9038 | 253.9038 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644226 | -277200 | -574460 | -98601 | -578206 | 323168 |
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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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