Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -846413.824 | 36273.7813 | -882687.6053 | 767496.9898 | -4270454.5441 | 5037951.5339 |
Total P&L (%) | -846.4138 | 36.2738 | -882.6876 | 767.497 | -4270.4545 | 5037.9515 |
Avg Daily Profit (%) | -0.447 | 0.0192 | -0.4662 | 0.1142 | 0 | 0.2083 |
Buy And Hold Return (%) | 152.945 | 152.945 | 152.945 | 152.945 | 152.945 | 152.945 |
Max Trade Drawdown | -987228 | -123916 | -968620 | -4558971 | -4490037 | -1735076 |
Profit Factor | 0.3556 | 1.1789 | 0.2052 | 1.0829 | 0.3372 | 2.7908 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 80 | 39 | 41 | 72 | 34 | 38 |
Losing Trades | 16 | 9 | 7 | 24 | 14 | 10 |
Profitability (%) | 83.3333 | 81.25 | 85.4167 | 75 | 70.8333 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.0711 | 0.272 | 0.035 | 0.361 | 0.1388 | 0.7344 |
Largest Winning Trade | 24117 | 23666 | 24117 | 5504528 | 324748 | 5504528 |
Largest Losing Trade | -802767 | -77293 | -802767 | -3757140 | -3757140 | -1075858 |
Avg Bars in Trades | 37 | 44 | 29 | 37 | 44 | 29 |
Avg Bars in Winners | 10 | 9 | 11 | 16 | 15 | 18 |
Avg Bars in Losers | 168 | 196 | 133 | 97 | 116 | 70 |
Bars Traded | 3558 | 2147 | 1411 | 3558 | 2147 | 1411 |
Profit Streak | 93.6268 | 93.6268 | 271.6268 | 93.6268 | 93.6268 | 271.6268 |
Trades During Streak | 13 | 6 | 12 | 13 | 6 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574353 | -352916 | -574457 | -167026 | -576504 | 588337 |
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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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