Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -510605.716 | -20774.2224 | -489831.4936 | 2885206.4056 | -817990.2201 | 3703196.6256 |
Total P&L (%) | -510.6057 | -20.7742 | -489.8315 | 2885.2064 | -817.9902 | 3703.1966 |
Avg Daily Profit (%) | -0.2344 | -0.0095 | -0.2249 | 0.156 | 0 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -782577 | -99014 | -765798 | -3276873 | -3183892 | -3268778 |
Profit Factor | 0.5924 | 0.8972 | 0.5338 | 1.2205 | 0.8273 | 1.4436 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 98 | 46 | 52 | 92 | 43 | 49 |
Losing Trades | 40 | 23 | 17 | 46 | 26 | 20 |
Profitability (%) | 71.0145 | 66.6667 | 75.3623 | 66.6667 | 62.3188 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.2418 | 0.4486 | 0.1745 | 0.6103 | 0.5002 | 0.5892 |
Largest Winning Trade | 48146 | 18607 | 48146 | 2132458 | 563834 | 2132458 |
Largest Losing Trade | -561188 | -28174 | -561188 | -3088202 | -956636 | -3088202 |
Avg Bars in Trades | 61 | 6 | 117 | 61 | 6 | 117 |
Avg Bars in Winners | 43 | 3 | 79 | 46 | 3 | 84 |
Avg Bars in Losers | 106 | 11 | 236 | 92 | 9 | 199 |
Bars Traded | 8547 | 418 | 8129 | 8547 | 418 | 8129 |
Profit Streak | 18.7147 | 18.7147 | 231.2147 | 18.7147 | 18.7147 | 231.2147 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576215 | -679458 | -677671 | 345326 | -680022 | -90405 |
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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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