Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -568331.1295 | -128519.7495 | -439811.38 | -99951.8281 | 775755.5997 | -875707.4278 |
Total P&L (%) | -568.3311 | -128.5197 | -439.8114 | -99.9518 | 775.7556 | -875.7074 |
Avg Daily Profit (%) | -0.3845 | -0.087 | -0.2976 | -0.5154 | 0.1469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -731788 | -223154 | -511918 | -895529 | -22522 | -1016544 |
Profit Factor | 0.4434 | 0.6277 | 0.3492 | 0.9091 | 16.2689 | 0.1654 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 18 | 23 | 37 | 19 | 18 |
Losing Trades | 18 | 11 | 7 | 22 | 10 | 12 |
Profitability (%) | 69.4915 | 62.069 | 76.6667 | 62.7119 | 65.5172 | 60 |
Ratio Avg Win / Avg Loss | 0.1947 | 0.3836 | 0.1063 | 0.5406 | 8.5626 | 0.1103 |
Largest Winning Trade | 45806 | 45806 | 31144 | 534153 | 534153 | 82942 |
Largest Losing Trade | -321331 | -79524 | -321331 | -719272 | -22522 | -719272 |
Avg Bars in Trades | 294 | 427 | 165 | 294 | 427 | 165 |
Avg Bars in Winners | 130 | 161 | 105 | 274 | 375 | 167 |
Avg Bars in Losers | 667 | 863 | 360 | 326 | 525 | 161 |
Bars Traded | 17349 | 12399 | 4950 | 17349 | 12399 | 4950 |
Profit Streak | 81.0145 | 81.0145 | 286.5978 | 81.0145 | 81.0145 | 286.5978 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756129 | -577855 | -575912 | -757008 | 554178 | -578072 |
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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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