Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -518733.8423 | 37140.7523 | -555874.5946 | 1690509.2343 | -2226973.3929 | 3917482.6272 |
Total P&L (%) | -518.7338 | 37.1408 | -555.8746 | 1690.5092 | -2226.9734 | 3917.4826 |
Avg Daily Profit (%) | -0.2149 | 0.0154 | -0.2303 | 0.1196 | 0 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -769329 | -113437 | -754546 | -4028110 | -4030144 | -293717 |
Profit Factor | 0.5304 | 1.1396 | 0.3372 | 1.2813 | 0.5809 | 6.6236 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 73 | 35 | 38 | 63 | 29 | 34 |
Losing Trades | 19 | 11 | 8 | 29 | 17 | 12 |
Profitability (%) | 79.3478 | 76.087 | 82.6087 | 68.4783 | 63.0435 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1381 | 0.3582 | 0.071 | 0.5898 | 0.3405 | 2.3377 |
Largest Winning Trade | 38040 | 38040 | 28464 | 1173705 | 1080135 | 1173705 |
Largest Losing Trade | -601780 | -68406 | -601780 | -3078334 | -3078334 | -226611 |
Avg Bars in Trades | 50 | 63 | 38 | 50 | 63 | 38 |
Avg Bars in Winners | 16 | 19 | 14 | 23 | 19 | 26 |
Avg Bars in Losers | 182 | 205 | 151 | 110 | 138 | 71 |
Bars Traded | 4686 | 2938 | 1748 | 4686 | 2938 | 1748 |
Profit Streak | 65.966 | 66.466 | 65.966 | 65.966 | 66.466 | 65.966 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574694 | -238298 | -574952 | -29963 | -577404 | 754133 |
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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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