Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -221648.5344 | 84265.1828 | -305913.7172 | -168635.5846 | 2152772.053 | -2321407.6376 |
Total P&L (%) | -221.6485 | 84.2652 | -305.9137 | -168.6356 | 2152.7721 | -2321.4076 |
Avg Daily Profit (%) | -0.1196 | 0.0455 | -0.1651 | 0 | 0.1682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -406120 | -112245 | -371086 | -3409209 | -1142997 | -2488267 |
Profit Factor | 0.699 | 1.3229 | 0.3564 | 0.9629 | 2.1388 | 0.1261 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 22 | 21 | 25 | 15 | 10 |
Losing Trades | 20 | 9 | 11 | 38 | 16 | 22 |
Profitability (%) | 68.254 | 70.9677 | 65.625 | 39.6825 | 48.3871 | 31.25 |
Ratio Avg Win / Avg Loss | 0.3251 | 0.5412 | 0.1867 | 1.4636 | 2.2814 | 0.2773 |
Largest Winning Trade | 41194 | 41194 | 19757 | 2729859 | 2729859 | 115098 |
Largest Losing Trade | -368577 | -91663 | -368577 | -1588874 | -491015 | -1588874 |
Avg Bars in Trades | 103 | 177 | 32 | 103 | 177 | 32 |
Avg Bars in Winners | 27 | 36 | 18 | 207 | 319 | 39 |
Avg Bars in Losers | 268 | 522 | 59 | 35 | 44 | 29 |
Bars Traded | 6547 | 5510 | 1037 | 6547 | 5510 | 1037 |
Profit Streak | 142.105 | 0 | 291.355 | 0 | 567.355 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728840 | -130945 | -577816 | -734401 | 450040 | -588102 |
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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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