Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -710505.8719 | 34873.604 | -745379.4759 | 3205375.5756 | -3318970.6878 | 6524346.2634 |
Total P&L (%) | -710.5059 | 34.8736 | -745.3795 | 3205.3756 | -3318.9707 | 6524.3463 |
Avg Daily Profit (%) | -0.2948 | 0.0145 | -0.3093 | 0.1453 | 0 | 0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -902548 | -75941 | -958053 | -3781096 | -4517789 | -1690970 |
Profit Factor | 0.4812 | 1.1114 | 0.2944 | 1.2483 | 0.6833 | 3.6823 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 19 | 24 | 41 | 17 | 24 |
Losing Trades | 22 | 14 | 8 | 24 | 16 | 8 |
Profitability (%) | 66.1538 | 57.5758 | 75 | 63.0769 | 51.5152 | 75 |
Ratio Avg Win / Avg Loss | 0.2462 | 0.8189 | 0.0981 | 0.7307 | 0.6431 | 1.2274 |
Largest Winning Trade | 47438 | 45452 | 47438 | 2377904 | 1413291 | 2377904 |
Largest Losing Trade | -705784 | -61783 | -705784 | -2649772 | -2649772 | -1506009 |
Avg Bars in Trades | 71 | 86 | 56 | 71 | 86 | 56 |
Avg Bars in Winners | 44 | 52 | 38 | 49 | 51 | 48 |
Avg Bars in Losers | 124 | 132 | 110 | 109 | 123 | 81 |
Bars Traded | 4664 | 2852 | 1812 | 4664 | 2852 | 1812 |
Profit Streak | 153.8184 | 153.8184 | 277.3184 | 153.8184 | 153.8184 | 277.3184 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713181 | -273550 | -576198 | -133416 | -579224 | 652109 |
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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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