Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -351015.165 | -10632.0356 | -340383.1293 | 65010.8908 | -1827684.9698 | 1892695.8605 |
Total P&L (%) | -351.0152 | -10.632 | -340.3831 | 65.0109 | -1827.685 | 1892.6959 |
Avg Daily Profit (%) | -0.1808 | -0.0055 | -0.1754 | 0.0258 | 0 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -488012 | -155493 | -433715 | -1419569 | -2016870 | -832291 |
Profit Factor | 0.6234 | 0.9658 | 0.452 | 1.015 | 0.3745 | 2.3296 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 76 | 37 | 39 | 58 | 27 | 31 |
Losing Trades | 20 | 11 | 9 | 38 | 21 | 17 |
Profitability (%) | 79.1667 | 77.0833 | 81.25 | 60.4167 | 56.25 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.164 | 0.2871 | 0.1043 | 0.665 | 0.2913 | 1.2775 |
Largest Winning Trade | 28871 | 28871 | 25303 | 2290320 | 459249 | 2290320 |
Largest Losing Trade | -301657 | -51875 | -301657 | -738549 | -738549 | -494315 |
Avg Bars in Trades | 37 | 47 | 28 | 37 | 47 | 28 |
Avg Bars in Winners | 11 | 10 | 11 | 18 | 17 | 20 |
Avg Bars in Losers | 138 | 169 | 99 | 66 | 85 | 43 |
Bars Traded | 3624 | 2259 | 1365 | 3624 | 2259 | 1365 |
Profit Streak | 79.5186 | 79.5186 | 270.0186 | 79.5186 | 79.5186 | 270.0186 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575001 | -576215 | -574984 | -361399 | -578915 | 527252 |
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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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