Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1100198.5157 | -91461.9673 | -1008736.5483 | -244600.492 | 2144293.7305 | -2388894.2225 |
Total P&L (%) | -1100.1985 | -91.462 | -1008.7365 | -244.6005 | 2144.2937 | -2388.8942 |
Avg Daily Profit (%) | -0.6136 | -0.051 | -0.5626 | 0 | 0.1737 | 0 |
Buy And Hold Return (%) | 15.0519 | 15.0519 | 15.0519 | 15.0519 | 15.0519 | 15.0519 |
Max Trade Drawdown | -1232728 | -207961 | -32973 | -2148994 | -131846 | -476451 |
Profit Factor | 0.269 | 0.7158 | 0.1475 | 0.9245 | 6.7291 | 0.166 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 32 | 19 | 13 |
Losing Trades | 32 | 18 | 14 | 34 | 14 | 20 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 48.4848 | 57.5758 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.2532 | 0.8589 | 0.1087 | 0.9823 | 4.9583 | 0.2555 |
Largest Winning Trade | 101038 | 101038 | 27798 | 829130 | 829130 | 119328 |
Largest Losing Trade | -1068947 | -62752 | -1068947 | -2148994 | -85890 | -2148994 |
Avg Bars in Trades | 48 | 62 | 33 | 48 | 62 | 33 |
Avg Bars in Winners | 28 | 38 | 20 | 61 | 83 | 30 |
Avg Bars in Losers | 69 | 82 | 51 | 35 | 34 | 35 |
Bars Traded | 3173 | 2062 | 1111 | 3173 | 2062 | 1111 |
Profit Streak | 32.2903 | 37.7903 | 32.2903 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708084 | -582025 | -579280 | -709867 | 622732 | -584927 |
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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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