Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -714007.2397 | 28288.8193 | -742296.0591 | 17585038.2658 | 284961.2266 | 17300077.0392 |
Total P&L (%) | -714.0072 | 28.2888 | -742.2961 | 17585.0383 | 284.9612 | 17300.077 |
Avg Daily Profit (%) | -0.3674 | 0.0146 | -0.3819 | 0.2666 | 0.0694 | 0.2658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1008435 | -29499 | -1018725 | -8478818 | -2699433 | -7070333 |
Profit Factor | 0.4415 | 1.4267 | 0.3876 | 1.9086 | 1.0505 | 2.2619 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 67 | 30 | 37 | 61 | 28 | 33 |
Losing Trades | 30 | 19 | 11 | 36 | 21 | 15 |
Profitability (%) | 69.0722 | 61.2245 | 77.0833 | 62.8866 | 57.1429 | 68.75 |
Ratio Avg Win / Avg Loss | 0.1977 | 0.9036 | 0.1152 | 1.1264 | 0.7879 | 1.0281 |
Largest Winning Trade | 57216 | 15769 | 57216 | 2805330 | 1024249 | 2805330 |
Largest Losing Trade | -871404 | -15366 | -871404 | -5631486 | -1188353 | -5631486 |
Avg Bars in Trades | 105 | 4 | 207 | 105 | 4 | 207 |
Avg Bars in Winners | 67 | 3 | 120 | 82 | 3 | 149 |
Avg Bars in Losers | 188 | 7 | 500 | 143 | 7 | 335 |
Bars Traded | 10185 | 234 | 9951 | 10185 | 234 | 9951 |
Profit Streak | 130.0485 | 183.2152 | 130.0485 | 130.0485 | 183.2152 | 130.0485 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576418 | -174286 | -576610 | 518400 | -264301 | 535734 |
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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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