Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -98182.578 | 177938.1661 | -276120.7441 | 9801959.4368 | -660823.0121 | 10462782.449 |
Total P&L (%) | -98.1826 | 177.9382 | -276.1207 | 9801.9594 | -660.823 | 10462.7824 |
Avg Daily Profit (%) | -0.0407 | 0.0738 | -0.1146 | 0.1909 | 0 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -454273 | -40751 | -519763 | -3794345 | -4448657 | -1171753 |
Profit Factor | 0.8548 | 2.682 | 0.5159 | 1.8966 | 0.9284 | 7.1506 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 45 | 22 | 23 | 39 | 16 | 23 |
Losing Trades | 13 | 7 | 6 | 19 | 13 | 6 |
Profitability (%) | 77.5862 | 75.8621 | 79.3103 | 67.2414 | 55.1724 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.2469 | 0.8534 | 0.1346 | 0.924 | 0.7543 | 1.8654 |
Largest Winning Trade | 60818 | 30801 | 60818 | 2408725 | 1686044 | 2408725 |
Largest Losing Trade | -281663 | -35487 | -281663 | -3245871 | -3245871 | -1171753 |
Avg Bars in Trades | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Winners | 38 | 37 | 38 | 51 | 47 | 54 |
Avg Bars in Losers | 185 | 199 | 169 | 112 | 113 | 110 |
Bars Traded | 4140 | 2230 | 1910 | 4140 | 2230 | 1910 |
Profit Streak | 77.0545 | 77.0545 | 530.5545 | 77.0545 | 77.0545 | 530.5545 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755283 | -87762 | -575647 | -167063 | -579198 | 779106 |
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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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