Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -414927.1077 | 66412.6322 | -481339.7399 | 1531174.6483 | -3920824.0921 | 5451998.7404 |
Total P&L (%) | -414.9271 | 66.4126 | -481.3397 | 1531.1746 | -3920.8241 | 5451.9987 |
Avg Daily Profit (%) | -0.1711 | 0.0274 | -0.1985 | 0.1152 | 0 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -698428 | -133809 | -664143 | -4510507 | -4553741 | -1026148 |
Profit Factor | 0.6054 | 1.2446 | 0.3829 | 1.178 | 0.4023 | 3.6701 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 44 | 19 | 25 | 38 | 15 | 23 |
Losing Trades | 13 | 9 | 4 | 19 | 13 | 6 |
Profitability (%) | 77.193 | 67.8571 | 86.2069 | 66.6667 | 53.5714 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.1789 | 0.5896 | 0.0613 | 0.589 | 0.3486 | 0.9574 |
Largest Winning Trade | 88368 | 88368 | 43503 | 4779305 | 764100 | 4779305 |
Largest Losing Trade | -499618 | -60877 | -499618 | -2703748 | -2703748 | -701196 |
Avg Bars in Trades | 81 | 97 | 65 | 81 | 97 | 65 |
Avg Bars in Winners | 45 | 51 | 42 | 58 | 56 | 59 |
Avg Bars in Losers | 200 | 196 | 208 | 126 | 145 | 86 |
Bars Traded | 4621 | 2736 | 1885 | 4621 | 2736 | 1885 |
Profit Streak | 165.9025 | 165.9025 | 281.4025 | 165.9025 | 165.9025 | 281.4025 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755175 | -175788 | -574904 | -240969 | -599959 | 610827 |
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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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