Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -413069.6419 | 17307.1962 | -430376.8381 | 7123433.0148 | -6708805.6175 | 13832238.6323 |
Total P&L (%) | -413.0696 | 17.3072 | -430.3768 | 7123.433 | -6708.8056 | 13832.2386 |
Avg Daily Profit (%) | -0.2089 | 0.0088 | -0.2177 | 0.2167 | 0 | 0.25 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -689477 | -54973 | -735536 | -14560255 | -8378913 | -13259997 |
Profit Factor | 0.5894 | 1.1492 | 0.5165 | 1.2233 | 0.4488 | 1.7011 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 71 | 32 | 39 | 69 | 30 | 39 |
Losing Trades | 26 | 17 | 9 | 28 | 19 | 9 |
Profitability (%) | 73.1959 | 65.3061 | 81.25 | 71.134 | 61.2245 | 81.25 |
Ratio Avg Win / Avg Loss | 0.2158 | 0.6105 | 0.1192 | 0.4964 | 0.2842 | 0.3926 |
Largest Winning Trade | 33193 | 19983 | 33193 | 3724798 | 1178599 | 3724798 |
Largest Losing Trade | -448210 | -26679 | -448210 | -6270773 | -3165794 | -6270773 |
Avg Bars in Trades | 57 | 6 | 110 | 57 | 6 | 110 |
Avg Bars in Winners | 32 | 3 | 56 | 47 | 4 | 80 |
Avg Bars in Losers | 126 | 12 | 342 | 84 | 11 | 240 |
Bars Traded | 5625 | 339 | 5286 | 5625 | 339 | 5286 |
Profit Streak | 0 | 0 | 536.6605 | 0 | 0 | 536.6605 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577234 | -245522 | -575719 | 338576 | -578948 | 502901 |
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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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