Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -611623.2952 | 29744.7847 | -641368.0798 | 18669477.9543 | -3754894.4988 | 22424372.4531 |
Total P&L (%) | -611.6233 | 29.7448 | -641.3681 | 18669.478 | -3754.8945 | 22424.3725 |
Avg Daily Profit (%) | -0.3796 | 0.0185 | -0.398 | 0.3254 | 0 | 0.3368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -634571 | -61930 | -623019 | -14061613 | -14061613 | -4259220 |
Profit Factor | 0.524 | 1.1185 | 0.3796 | 1.6632 | 0.8236 | 4.2665 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 125 | 51 | 74 | 79 | 44 | 35 |
Losing Trades | 46 | 34 | 12 | 92 | 41 | 51 |
Profitability (%) | 73.0994 | 60 | 86.0465 | 46.1988 | 51.7647 | 40.6977 |
Ratio Avg Win / Avg Loss | 0.1928 | 0.7457 | 0.0616 | 1.9368 | 0.7675 | 6.217 |
Largest Winning Trade | 19962 | 19606 | 19962 | 6980687 | 2629459 | 6980687 |
Largest Losing Trade | -623019 | -59221 | -623019 | -14061613 | -14061613 | -4259220 |
Avg Bars in Trades | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Winners | 14 | 8 | 17 | 29 | 21 | 39 |
Avg Bars in Losers | 61 | 36 | 131 | 24 | 18 | 29 |
Bars Traded | 4607 | 1701 | 2906 | 4607 | 1701 | 2906 |
Profit Streak | 9.5697 | 9.5697 | 46.2364 | 9.5697 | 9.5697 | 46.2364 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575064 | -260980 | -574928 | 486023 | -579932 | 501862 |
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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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