Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -794889.6309 | 90760.9913 | -885650.6221 | 2038871.9524 | -5687133.0766 | 7726005.029 |
Total P&L (%) | -794.8896 | 90.761 | -885.6506 | 2038.872 | -5687.1331 | 7726.005 |
Avg Daily Profit (%) | -0.3283 | 0.0375 | -0.3658 | 0.1266 | 0 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1096770 | -149844 | -1117776 | -11779252 | -10981830 | -1902407 |
Profit Factor | 0.4715 | 1.3012 | 0.2636 | 1.1239 | 0.577 | 3.5606 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 17 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 19 | 14 |
Profitability (%) | 54.1667 | 50 | 58.3333 | 54.1667 | 47.2222 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.399 | 1.3012 | 0.1883 | 0.951 | 0.6449 | 2.2658 |
Largest Winning Trade | 105356 | 105356 | 60516 | 4894270 | 4149212 | 4894270 |
Largest Losing Trade | -944555 | -65451 | -944555 | -5931658 | -5931658 | -802465 |
Avg Bars in Trades | 195 | 245 | 144 | 195 | 245 | 144 |
Avg Bars in Winners | 137 | 184 | 96 | 158 | 183 | 139 |
Avg Bars in Losers | 263 | 307 | 211 | 237 | 301 | 151 |
Bars Traded | 14052 | 8853 | 5199 | 14052 | 8853 | 5199 |
Profit Streak | 13.2361 | 0 | 35.9027 | 13.2361 | 0 | 35.9027 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663132 | -142736 | -578708 | -191914 | -581860 | 613344 |
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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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