Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -245989.0989 | 190678.7954 | -436667.8943 | -1716624.0317 | 1779336.9524 | -3495960.9842 |
Total P&L (%) | -245.9891 | 190.6788 | -436.6679 | -1716.624 | 1779.337 | -3495.961 |
Avg Daily Profit (%) | -0.1318 | 0.1022 | -0.234 | 0 | 0.1573 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -355816 | -60059 | -476216 | -13314068 | -1372107 | -12383654 |
Profit Factor | 0.7716 | 2.646 | 0.5458 | 0.9129 | 1.6487 | 0.7938 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 21 | 21 | 41 | 21 | 20 |
Losing Trades | 23 | 12 | 11 | 24 | 12 | 12 |
Profitability (%) | 64.6154 | 63.6364 | 65.625 | 63.0769 | 63.6364 | 62.5 |
Ratio Avg Win / Avg Loss | 0.4226 | 1.512 | 0.2859 | 0.5344 | 0.9421 | 0.4763 |
Largest Winning Trade | 72542 | 72542 | 55827 | 2694263 | 1299910 | 2694263 |
Largest Losing Trade | -303124 | -26324 | -303124 | -6399072 | -801697 | -6399072 |
Avg Bars in Trades | 159 | 59 | 263 | 159 | 59 | 263 |
Avg Bars in Winners | 119 | 49 | 189 | 148 | 50 | 250 |
Avg Bars in Losers | 234 | 76 | 406 | 179 | 73 | 285 |
Bars Traded | 10393 | 1950 | 8443 | 10393 | 1950 | 8443 |
Profit Streak | 33.1299 | 33.1299 | 46.2966 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713887 | -49264 | -578227 | -715082 | 351360 | -579190 |
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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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