Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -160110.4246 | 111080.7369 | -271191.1614 | -444481.6271 | 1577624.7058 | -2022106.3329 |
Total P&L (%) | -160.1104 | 111.0807 | -271.1912 | -444.4816 | 1577.6247 | -2022.1063 |
Avg Daily Profit (%) | -0.0846 | 0.0587 | -0.1434 | 0 | 0.1492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -587942 | -110887 | -479313 | -2649136 | -260726 | -2649136 |
Profit Factor | 0.8064 | 1.4686 | 0.5403 | 0.88 | 4.33 | 0.3737 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 17 | 24 | 31 | 19 | 12 |
Losing Trades | 23 | 15 | 8 | 33 | 13 | 20 |
Profitability (%) | 64.0625 | 53.125 | 75 | 48.4375 | 59.375 | 37.5 |
Ratio Avg Win / Avg Loss | 0.4524 | 1.2958 | 0.1801 | 0.9367 | 2.9627 | 0.6229 |
Largest Winning Trade | 93317 | 93317 | 41192 | 1088035 | 1088035 | 339688 |
Largest Losing Trade | -385520 | -55456 | -385520 | -2649136 | -108160 | -2649136 |
Avg Bars in Trades | 113 | 131 | 95 | 113 | 131 | 95 |
Avg Bars in Winners | 48 | 37 | 56 | 161 | 189 | 118 |
Avg Bars in Losers | 229 | 238 | 213 | 68 | 46 | 82 |
Bars Traded | 7272 | 4204 | 3068 | 7272 | 4204 | 3068 |
Profit Streak | 19.0574 | 0 | 323.0574 | 0 | 313.8074 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721895 | -113027 | -576203 | -724885 | 588490 | -585671 |
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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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