Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -907151.6482 | -56392.8247 | -850758.8235 | 32894.9653 | 2279938.4749 | -2247043.5096 |
Total P&L (%) | -907.1516 | -56.3928 | -850.7588 | 32.895 | 2279.9385 | -2247.0435 |
Avg Daily Profit (%) | -0.4873 | -0.0303 | -0.457 | 0.0153 | 0.1704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1022854 | -172607 | -114248 | -2948881 | -787646 | -1962554 |
Profit Factor | 0.3757 | 0.8187 | 0.255 | 1.0056 | 2.2014 | 0.4366 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 35 | 40 | 47 | 24 | 23 |
Losing Trades | 19 | 12 | 7 | 47 | 23 | 24 |
Profitability (%) | 79.7872 | 74.4681 | 85.1064 | 50 | 51.0638 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.0952 | 0.2807 | 0.0446 | 1.0056 | 2.1096 | 0.4556 |
Largest Winning Trade | 30624 | 27825 | 30624 | 1060555 | 1060555 | 869535 |
Largest Losing Trade | -932881 | -49170 | -932881 | -1192457 | -220492 | -1192457 |
Avg Bars in Trades | 115 | 135 | 94 | 115 | 135 | 94 |
Avg Bars in Winners | 33 | 31 | 34 | 138 | 180 | 95 |
Avg Bars in Losers | 438 | 440 | 435 | 91 | 89 | 93 |
Bars Traded | 10819 | 6378 | 4440 | 10819 | 6378 | 4440 |
Profit Streak | 38.0079 | 63.3412 | 38.0079 | 38.0079 | 63.3412 | 38.0079 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574657 | -575970 | -574744 | -387689 | 494915 | -579543 |
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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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