Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -730083.0866 | 2939.6623 | -733022.7489 | 1074958.9888 | -2062741.0618 | 3137700.0506 |
Total P&L (%) | -730.0831 | 2.9397 | -733.0227 | 1074.959 | -2062.7411 | 3137.7001 |
Avg Daily Profit (%) | -0.3029 | 0.0012 | -0.3042 | 0.1023 | 0 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -875722 | -122876 | -924897 | -2576827 | -2625084 | -458179 |
Profit Factor | 0.4329 | 1.0101 | 0.2633 | 1.2169 | 0.5038 | 4.9242 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 47 | 23 | 24 | 43 | 20 | 23 |
Losing Trades | 20 | 11 | 9 | 24 | 14 | 10 |
Profitability (%) | 70.1493 | 67.6471 | 72.7273 | 64.1791 | 58.8235 | 69.697 |
Ratio Avg Win / Avg Loss | 0.1842 | 0.4831 | 0.0987 | 0.6792 | 0.3527 | 2.141 |
Largest Winning Trade | 38370 | 38370 | 32162 | 1343474 | 279470 | 1343474 |
Largest Losing Trade | -756810 | -67801 | -756810 | -1283489 | -1283489 | -256754 |
Avg Bars in Trades | 104 | 126 | 81 | 104 | 126 | 81 |
Avg Bars in Winners | 49 | 58 | 41 | 61 | 61 | 62 |
Avg Bars in Losers | 232 | 267 | 189 | 180 | 218 | 127 |
Bars Traded | 6989 | 4289 | 2700 | 6989 | 4289 | 2700 |
Profit Streak | 72.6963 | 72.6963 | 256.6963 | 72.6963 | 72.6963 | 256.6963 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697640 | -564446 | -576459 | -175736 | -578276 | 424979 |
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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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