Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -760217.2638 | -10555.3046 | -749661.9592 | 756274.3758 | -3715781.4085 | 4472055.7843 |
Total P&L (%) | -760.2173 | -10.5553 | -749.662 | 756.2744 | -3715.7814 | 4472.0558 |
Avg Daily Profit (%) | -0.3156 | -0.0044 | -0.3113 | 0.0892 | 0 | 0.1588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -968336 | -157561 | -909592 | -4236653 | -4779778 | -604192 |
Profit Factor | 0.438 | 0.9677 | 0.269 | 1.0936 | 0.4198 | 3.6751 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 22 | 26 | 46 | 20 | 26 |
Losing Trades | 22 | 13 | 9 | 24 | 15 | 9 |
Profitability (%) | 68.5714 | 62.8571 | 74.2857 | 65.7143 | 57.1429 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.2008 | 0.5718 | 0.0931 | 0.5706 | 0.3149 | 1.2722 |
Largest Winning Trade | 49239 | 49239 | 36110 | 3554766 | 1019561 | 3554766 |
Largest Losing Trade | -665135 | -64268 | -665135 | -2575762 | -2575762 | -472971 |
Avg Bars in Trades | 200 | 233 | 167 | 200 | 233 | 167 |
Avg Bars in Winners | 109 | 134 | 88 | 128 | 131 | 126 |
Avg Bars in Losers | 398 | 400 | 394 | 337 | 369 | 285 |
Bars Traded | 14034 | 8178 | 5856 | 14034 | 8178 | 5856 |
Profit Streak | 156.9754 | 156.9754 | 267.4754 | 156.9754 | 156.9754 | 267.4754 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675399 | -577768 | -576222 | -287637 | -578509 | 646348 |
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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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