Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014746.6837 | -61648.6234 | -953098.0604 | -170609.2575 | 3577232.665 | -3747841.9225 |
Total P&L (%) | -1014.7467 | -61.6486 | -953.0981 | -170.6093 | 3577.2327 | -3747.8419 |
Avg Daily Profit (%) | -0.5496 | -0.0334 | -0.5162 | 0 | 0.1954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1072698 | -191530 | -91683 | -4731216 | -1464656 | -3759293 |
Profit Factor | 0.3307 | 0.7887 | 0.2216 | 0.9798 | 2.3327 | 0.3487 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 16 | 18 | 25 | 15 | 10 |
Losing Trades | 25 | 14 | 11 | 34 | 15 | 19 |
Profitability (%) | 57.6271 | 53.3333 | 62.069 | 42.3729 | 50 | 34.4828 |
Ratio Avg Win / Avg Loss | 0.2431 | 0.6901 | 0.1354 | 1.3325 | 2.3327 | 0.6626 |
Largest Winning Trade | 47986 | 40711 | 47986 | 1955313 | 1955313 | 1139723 |
Largest Losing Trade | -1032525 | -51078 | -1032525 | -1287118 | -710648 | -1287118 |
Avg Bars in Trades | 120 | 144 | 95 | 120 | 144 | 95 |
Avg Bars in Winners | 49 | 51 | 48 | 190 | 237 | 119 |
Avg Bars in Losers | 216 | 251 | 172 | 68 | 51 | 83 |
Bars Traded | 7110 | 4334 | 2776 | 7110 | 4334 | 2776 |
Profit Streak | 23.0948 | 25.5948 | 0 | 0 | 0 | 55.5948 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758742 | -579850 | -579268 | -761577 | 446161 | -585465 |
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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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