Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -844785.1642 | 103063.0169 | -947848.1811 | 12332571.5334 | -400261.7648 | 12732833.2982 |
Total P&L (%) | -844.7852 | 103.063 | -947.8482 | 12332.5715 | -400.2618 | 12732.8333 |
Avg Daily Profit (%) | -0.4417 | 0.0539 | -0.4956 | 0.2525 | 0 | 0.2541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1175333 | -51669 | -137946 | -9267536 | -4299073 | -5182654 |
Profit Factor | 0.4674 | 1.5579 | 0.3237 | 1.6423 | 0.9536 | 2.2038 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 60 | 30 | 30 | 50 | 27 | 23 |
Losing Trades | 41 | 21 | 20 | 51 | 24 | 27 |
Profitability (%) | 59.4059 | 58.8235 | 60 | 49.505 | 52.9412 | 46 |
Ratio Avg Win / Avg Loss | 0.3194 | 1.0905 | 0.2158 | 1.6752 | 0.8476 | 2.587 |
Largest Winning Trade | 41132 | 30017 | 41132 | 12634483 | 1146031 | 12634483 |
Largest Losing Trade | -1135007 | -17668 | -1135007 | -1472559 | -1472559 | -1232253 |
Avg Bars in Trades | 54 | 17 | 92 | 54 | 17 | 92 |
Avg Bars in Winners | 37 | 20 | 55 | 63 | 17 | 116 |
Avg Bars in Losers | 78 | 12 | 147 | 45 | 16 | 71 |
Bars Traded | 5473 | 871 | 4602 | 5473 | 871 | 4602 |
Profit Streak | 165.6276 | 176.961 | 165.6276 | 165.6276 | 176.961 | 165.6276 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577878 | -296551 | -758570 | 471015 | -758790 | -167950 |
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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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