Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1023432.0232 | 29722.2363 | -1053154.2595 | -646543.3534 | 7969183.5374 | -8615726.8908 |
Total P&L (%) | -1023.432 | 29.7222 | -1053.1543 | -646.5434 | 7969.1835 | -8615.7269 |
Avg Daily Profit (%) | -0.433 | 0.0126 | -0.4456 | 0 | 0.186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1291428 | -190861 | -1199109 | -10426709 | -4124014 | -10628983 |
Profit Factor | 0.4118 | 1.0777 | 0.2243 | 0.9703 | 2.1169 | 0.4113 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 15 | 17 | 42 | 23 | 19 |
Losing Trades | 37 | 19 | 18 | 27 | 11 | 16 |
Profitability (%) | 46.3768 | 44.1176 | 48.5714 | 60.8696 | 67.6471 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.4762 | 1.3651 | 0.2375 | 0.6238 | 1.0125 | 0.3463 |
Largest Winning Trade | 74430 | 74430 | 39817 | 4229284 | 4229284 | 1934733 |
Largest Losing Trade | -1179382 | -54712 | -1179382 | -8986459 | -4124014 | -8986459 |
Avg Bars in Trades | 99 | 111 | 86 | 99 | 111 | 86 |
Avg Bars in Winners | 80 | 93 | 68 | 93 | 112 | 70 |
Avg Bars in Losers | 115 | 126 | 104 | 107 | 110 | 105 |
Bars Traded | 6842 | 3803 | 3039 | 6842 | 3803 | 3039 |
Profit Streak | 0 | 0 | 0 | 35.3771 | 84.0437 | 35.3771 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688464 | -316502 | -581343 | -684377 | 506316 | -579689 |
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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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