Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -489059.9324 | -94288.6422 | -394771.2903 | -97180.4006 | 957504.9752 | -1054685.3758 |
Total P&L (%) | -489.0599 | -94.2886 | -394.7713 | -97.1804 | 957.505 | -1054.6854 |
Avg Daily Profit (%) | -0.3311 | -0.0638 | -0.2673 | -0.2413 | 0.1598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -721320 | -224026 | -517289 | -1186378 | -100797 | -1283089 |
Profit Factor | 0.529 | 0.7294 | 0.4277 | 0.9361 | 6.0646 | 0.2085 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 77 | 37 | 40 | 63 | 34 | 29 |
Losing Trades | 19 | 11 | 8 | 33 | 14 | 19 |
Profitability (%) | 80.2083 | 77.0833 | 83.3333 | 65.625 | 70.8333 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.1305 | 0.2169 | 0.0855 | 0.4904 | 2.4972 | 0.1366 |
Largest Winning Trade | 35051 | 35051 | 25263 | 711104 | 711104 | 145605 |
Largest Losing Trade | -372539 | -72524 | -372539 | -766992 | -50843 | -766992 |
Avg Bars in Trades | 59 | 77 | 41 | 59 | 77 | 41 |
Avg Bars in Winners | 23 | 25 | 20 | 58 | 74 | 39 |
Avg Bars in Losers | 207 | 252 | 145 | 63 | 87 | 45 |
Bars Traded | 5743 | 3739 | 2004 | 5743 | 3739 | 2004 |
Profit Streak | 54.7936 | 159.0436 | 54.7936 | 54.7936 | 159.0436 | 54.7936 |
Trades During Streak | 18 | 12 | 9 | 18 | 12 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574523 | -575572 | -574830 | -576406 | 742255 | -577692 |
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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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