Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -336833.5151 | 48475.423 | -385308.9381 | 1339999.6008 | -117116.5244 | 1457116.1253 |
Total P&L (%) | -336.8335 | 48.4754 | -385.3089 | 1339.9996 | -117.1165 | 1457.1161 |
Avg Daily Profit (%) | -0.2104 | 0.0303 | -0.2407 | 0.1667 | 0 | 0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -493047 | -100160 | -461776 | -1104789 | -1136489 | -539867 |
Profit Factor | 0.6723 | 1.1748 | 0.4867 | 1.4176 | 0.9473 | 2.4793 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 65 | 26 | 39 | 43 | 21 | 22 |
Losing Trades | 26 | 19 | 7 | 48 | 24 | 24 |
Profitability (%) | 71.4286 | 57.7778 | 84.7826 | 47.2527 | 46.6667 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.2689 | 0.8585 | 0.0874 | 1.5825 | 1.0827 | 2.7047 |
Largest Winning Trade | 58614 | 58614 | 42122 | 555889 | 555889 | 535818 |
Largest Losing Trade | -391065 | -52914 | -391065 | -1004693 | -1004693 | -255717 |
Avg Bars in Trades | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Winners | 15 | 16 | 14 | 37 | 48 | 27 |
Avg Bars in Losers | 75 | 69 | 93 | 28 | 30 | 25 |
Bars Traded | 2989 | 1758 | 1231 | 2989 | 1758 | 1231 |
Profit Streak | 14.6869 | 58.6869 | 14.6869 | 14.6869 | 58.6869 | 14.6869 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576406 | -182190 | -575483 | 356948 | -579781 | 454170 |
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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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