Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -690589.8884 | 100990.21 | -791580.0985 | 8041943.9714 | -6318469.5803 | 14360413.5517 |
Total P&L (%) | -690.5899 | 100.9902 | -791.5801 | 8041.944 | -6318.4696 | 14360.4136 |
Avg Daily Profit (%) | -0.285 | 0.0417 | -0.3266 | 0.1817 | 0 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -932099 | -64859 | -1029387 | -7361837 | -7087143 | -2935986 |
Profit Factor | 0.5305 | 1.3458 | 0.3285 | 1.2684 | 0.7035 | 2.6592 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 22 | 21 | 39 | 19 | 20 |
Losing Trades | 27 | 13 | 14 | 31 | 16 | 15 |
Profitability (%) | 61.4286 | 62.8571 | 60 | 55.7143 | 54.2857 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.3331 | 0.7952 | 0.219 | 1.0082 | 0.5924 | 1.9944 |
Largest Winning Trade | 56362 | 56362 | 47438 | 5952942 | 3287267 | 5952942 |
Largest Losing Trade | -844933 | -64859 | -844933 | -4285661 | -4285661 | -2253112 |
Avg Bars in Trades | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Winners | 45 | 55 | 35 | 53 | 57 | 49 |
Avg Bars in Losers | 100 | 127 | 76 | 84 | 111 | 55 |
Bars Traded | 4684 | 2870 | 1814 | 4684 | 2870 | 1814 |
Profit Streak | 19.0528 | 0 | 21.0528 | 19.0528 | 0 | 21.0528 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677236 | -136890 | -578939 | -89427 | -580232 | 526494 |
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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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