Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -408582.9654 | -48026.5805 | -360556.3849 | -99789.3517 | 1388916.5784 | -1488705.9301 |
Total P&L (%) | -408.583 | -48.0266 | -360.5564 | -99.7894 | 1388.9166 | -1488.7059 |
Avg Daily Profit (%) | -0.2745 | -0.0323 | -0.2423 | -0.4132 | 0.1816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -667562 | -246848 | -471738 | -1836478 | -332721 | -1829785 |
Profit Factor | 0.6197 | 0.868 | 0.4925 | 0.956 | 4.3619 | 0.1982 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 54 | 23 | 31 | 42 | 22 | 20 |
Losing Trades | 21 | 15 | 6 | 33 | 16 | 17 |
Profitability (%) | 72 | 60.5263 | 83.7838 | 56 | 57.8947 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.241 | 0.5661 | 0.0953 | 0.7512 | 3.1723 | 0.1685 |
Largest Winning Trade | 45501 | 45501 | 27535 | 802736 | 802736 | 254514 |
Largest Losing Trade | -301875 | -76160 | -301875 | -1117594 | -172589 | -1117594 |
Avg Bars in Trades | 78 | 101 | 54 | 78 | 101 | 54 |
Avg Bars in Winners | 37 | 40 | 36 | 86 | 111 | 59 |
Avg Bars in Losers | 182 | 195 | 150 | 67 | 87 | 49 |
Bars Traded | 5875 | 3849 | 2026 | 5875 | 3849 | 2026 |
Profit Streak | 72.7342 | 92.4842 | 72.7342 | 72.7342 | 92.4842 | 72.7342 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637350 | -577998 | -575140 | -639424 | 635251 | -578871 |
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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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