Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -720930.629 | 90463.8955 | -811394.5246 | 4337154.901 | -3623418.3344 | 7960573.2353 |
Total P&L (%) | -720.9306 | 90.4639 | -811.3945 | 4337.1549 | -3623.4183 | 7960.5732 |
Avg Daily Profit (%) | -0.2991 | 0.0375 | -0.3367 | 0.1575 | 0 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -940257 | -63725 | -1026427 | -4846498 | -4429992 | -2545018 |
Profit Factor | 0.4972 | 1.3344 | 0.3025 | 1.2424 | 0.7136 | 2.5201 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 20 | 21 | 37 | 17 | 20 |
Losing Trades | 24 | 13 | 11 | 28 | 16 | 12 |
Profitability (%) | 63.0769 | 60.6061 | 65.625 | 56.9231 | 51.5152 | 62.5 |
Ratio Avg Win / Avg Loss | 0.291 | 0.8674 | 0.1584 | 0.9402 | 0.6717 | 1.5121 |
Largest Winning Trade | 72831 | 72831 | 47438 | 3088531 | 1692101 | 3088531 |
Largest Losing Trade | -884382 | -60997 | -884382 | -2922919 | -2922919 | -2019329 |
Avg Bars in Trades | 71 | 85 | 56 | 71 | 85 | 56 |
Avg Bars in Winners | 47 | 55 | 40 | 56 | 57 | 54 |
Avg Bars in Losers | 111 | 131 | 88 | 91 | 114 | 60 |
Bars Traded | 4641 | 2822 | 1819 | 4641 | 2822 | 1819 |
Profit Streak | 8.9411 | 31.9411 | 0 | 8.9411 | 31.9411 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714414 | -141781 | -578784 | -128694 | -579608 | 514024 |
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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) |
---|