Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -655067.4433 | -135209.1825 | -519858.2608 | -100412.1038 | 811350.6112 | -911762.715 |
Total P&L (%) | -655.0674 | -135.2092 | -519.8583 | -100.4121 | 811.3506 | -911.7627 |
Avg Daily Profit (%) | -0.4417 | -0.0912 | -0.3505 | 0 | 0.1491 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -777280 | -229382 | -601075 | -1047423 | -169437 | -1301601 |
Profit Factor | 0.4971 | 0.6816 | 0.4079 | 0.94 | 3.3532 | 0.3145 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 64 | 28 | 36 | 42 | 26 | 16 |
Losing Trades | 30 | 19 | 11 | 52 | 21 | 31 |
Profitability (%) | 68.0851 | 59.5745 | 76.5957 | 44.6809 | 55.3191 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.233 | 0.4625 | 0.1246 | 1.1639 | 2.7084 | 0.6093 |
Largest Winning Trade | 29051 | 29051 | 25346 | 532473 | 532473 | 343651 |
Largest Losing Trade | -415803 | -72514 | -415803 | -657577 | -122498 | -657577 |
Avg Bars in Trades | 184 | 234 | 133 | 184 | 234 | 133 |
Avg Bars in Winners | 96 | 102 | 92 | 259 | 304 | 184 |
Avg Bars in Losers | 370 | 429 | 269 | 123 | 147 | 107 |
Bars Traded | 17308 | 11019 | 6288 | 17308 | 11019 | 6288 |
Profit Streak | 55.8562 | 55.8562 | 69.1896 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576380 | -578473 | -575869 | -580929 | 490153 | -586902 |
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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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