Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -738825.7524 | -30213.1555 | -708612.5968 | 907352.3255 | -3477475.7621 | 4384828.0876 |
Total P&L (%) | -738.8258 | -30.2132 | -708.6126 | 907.3523 | -3477.4758 | 4384.8281 |
Avg Daily Profit (%) | -0.3066 | -0.0125 | -0.294 | 0.0959 | 0 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -887327 | -117825 | -878542 | -6061436 | -5306486 | -922327 |
Profit Factor | 0.4188 | 0.8862 | 0.2955 | 1.1065 | 0.4934 | 3.6482 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 28 | 34 | 54 | 23 | 31 |
Losing Trades | 22 | 14 | 8 | 30 | 19 | 11 |
Profitability (%) | 73.8095 | 66.6667 | 80.9524 | 64.2857 | 54.7619 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1486 | 0.4431 | 0.0695 | 0.6147 | 0.4076 | 1.2945 |
Largest Winning Trade | 32461 | 25596 | 32461 | 1616652 | 875801 | 1616652 |
Largest Losing Trade | -674946 | -67128 | -674946 | -4164659 | -4164659 | -509857 |
Avg Bars in Trades | 56 | 69 | 42 | 56 | 69 | 42 |
Avg Bars in Winners | 16 | 12 | 20 | 23 | 11 | 32 |
Avg Bars in Losers | 166 | 183 | 138 | 115 | 139 | 73 |
Bars Traded | 4711 | 2911 | 1799 | 4711 | 2911 | 1799 |
Profit Streak | 48.3574 | 48.3574 | 256.8574 | 48.3574 | 48.3574 | 256.8574 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575587 | -577156 | -575287 | -165630 | -578700 | 646775 |
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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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