Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -794788.1959 | -58643.0493 | -736145.1466 | -2879731.7606 | 5503697.0394 | -8383428.8 |
Total P&L (%) | -794.7882 | -58.643 | -736.1451 | -2879.7318 | 5503.697 | -8383.4288 |
Avg Daily Profit (%) | -0.402 | -0.0297 | -0.3724 | 0 | 0.2039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -994949 | -100897 | -988676 | -12789818 | -961868 | -16641058 |
Profit Factor | 0.4244 | 0.6708 | 0.3879 | 0.8795 | 2.7792 | 0.597 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 71 | 30 | 41 | 57 | 32 | 25 |
Losing Trades | 27 | 19 | 8 | 41 | 17 | 24 |
Profitability (%) | 72.449 | 61.2245 | 83.6735 | 58.1633 | 65.3061 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.1614 | 0.4248 | 0.0757 | 0.6326 | 1.4764 | 0.5731 |
Largest Winning Trade | 42665 | 13760 | 42665 | 3765937 | 1904095 | 3765937 |
Largest Losing Trade | -546435 | -31217 | -546435 | -8531750 | -889288 | -8531750 |
Avg Bars in Trades | 57 | 14 | 100 | 57 | 14 | 100 |
Avg Bars in Winners | 24 | 10 | 34 | 58 | 13 | 116 |
Avg Bars in Losers | 142 | 19 | 436 | 54 | 14 | 83 |
Bars Traded | 5596 | 688 | 4908 | 5596 | 688 | 4908 |
Profit Streak | 526.4635 | 0 | 541.1301 | 0 | 769.1301 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576745 | -578948 | -575476 | -579458 | 560804 | -580549 |
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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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