Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -785546.8493 | -19591.1911 | -765955.6582 | 1522845.1858 | -4078989.2204 | 5601834.4062 |
Total P&L (%) | -785.5468 | -19.5912 | -765.9557 | 1522.8452 | -4078.9892 | 5601.8344 |
Avg Daily Profit (%) | -0.3246 | -0.0081 | -0.3165 | 0.1152 | 0 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -928135 | -133708 | -955380 | -3845012 | -4856405 | -1085888 |
Profit Factor | 0.4465 | 0.9349 | 0.315 | 1.154 | 0.4225 | 2.9837 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 25 | 29 | 56 | 27 | 29 |
Losing Trades | 39 | 21 | 18 | 37 | 19 | 18 |
Profitability (%) | 58.0645 | 54.3478 | 61.7021 | 60.2151 | 58.6957 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.3225 | 0.7853 | 0.1955 | 0.7625 | 0.2973 | 1.852 |
Largest Winning Trade | 48020 | 48020 | 38269 | 3077462 | 651044 | 3077462 |
Largest Losing Trade | -754428 | -61961 | -754428 | -1782277 | -1782277 | -525303 |
Avg Bars in Trades | 74 | 90 | 58 | 74 | 90 | 58 |
Avg Bars in Winners | 47 | 58 | 37 | 50 | 49 | 51 |
Avg Bars in Losers | 112 | 130 | 92 | 110 | 149 | 69 |
Bars Traded | 6931 | 4183 | 2748 | 6931 | 4183 | 2748 |
Profit Streak | 17.8436 | 37.5102 | 17.8436 | 17.8436 | 37.5102 | 17.8436 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578418 | -579151 | -578614 | -88903 | -578588 | 562310 |
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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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