Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1284635.7399 | 22118.6248 | -1306754.3647 | -564363.4933 | 5555735.4048 | -6120098.8981 |
Total P&L (%) | -1284.6357 | 22.1186 | -1306.7544 | -564.3635 | 5555.7354 | -6120.0989 |
Avg Daily Profit (%) | -0.5453 | 0.0094 | -0.5547 | 0 | 0.1714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1537754 | -224904 | -1407705 | -6558163 | -3280559 | -6728939 |
Profit Factor | 0.3177 | 1.0672 | 0.1589 | 0.9546 | 2.1776 | 0.2077 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 58 | 26 | 32 | 38 | 21 | 17 |
Losing Trades | 23 | 14 | 9 | 43 | 19 | 24 |
Profitability (%) | 71.6049 | 65 | 78.0488 | 46.9136 | 52.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.126 | 0.5747 | 0.0447 | 1.0803 | 1.9702 | 0.2932 |
Largest Winning Trade | 95577 | 95577 | 15877 | 3365896 | 3365896 | 550046 |
Largest Losing Trade | -1402966 | -57067 | -1402966 | -3759705 | -1721485 | -3759705 |
Avg Bars in Trades | 53 | 62 | 43 | 53 | 62 | 43 |
Avg Bars in Winners | 23 | 23 | 24 | 75 | 92 | 55 |
Avg Bars in Losers | 126 | 135 | 113 | 33 | 29 | 35 |
Bars Traded | 4304 | 2503 | 1801 | 4304 | 2503 | 1801 |
Profit Streak | 55.6945 | 0 | 263.1945 | 0 | 59.6945 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593415 | -332032 | -575687 | -596589 | 462562 | -584062 |
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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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