Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1266750.2491 | -2161.9654 | -1264588.2837 | 11318060.0342 | -194525.5264 | 11512585.5607 |
Total P&L (%) | -1266.7502 | -2.162 | -1264.5883 | 11318.06 | -194.5255 | 11512.5856 |
Avg Daily Profit (%) | -0.6081 | -0.001 | -0.6071 | 0.2277 | 0 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1570330 | -34832 | -1569844 | -11369829 | -2429318 | -11076470 |
Profit Factor | 0.3417 | 0.9674 | 0.3193 | 1.3761 | 0.9514 | 1.4412 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 82 | 37 | 45 | 84 | 38 | 46 |
Losing Trades | 43 | 26 | 17 | 41 | 25 | 16 |
Profitability (%) | 65.6 | 58.7302 | 72.5806 | 67.2 | 60.3175 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.1792 | 0.6798 | 0.1206 | 0.6717 | 0.6259 | 0.5013 |
Largest Winning Trade | 43038 | 4475 | 43038 | 5046812 | 306253 | 5046812 |
Largest Losing Trade | -1324827 | -6169 | -1324827 | -9796450 | -475761 | -9796450 |
Avg Bars in Trades | 195 | 4 | 390 | 195 | 4 | 390 |
Avg Bars in Winners | 181 | 5 | 325 | 185 | 5 | 333 |
Avg Bars in Losers | 223 | 3 | 559 | 217 | 3 | 551 |
Bars Traded | 24480 | 294 | 24186 | 24480 | 294 | 24186 |
Profit Streak | 65.0919 | 181.5919 | 65.0919 | 65.0919 | 181.5919 | 65.0919 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576836 | -724278 | -730646 | 406994 | -724350 | -142097 |
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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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