Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -552385.6345 | 15588.0486 | -567973.6831 | 628291.8531 | -36795.1517 | 665087.0048 |
Total P&L (%) | -552.3856 | 15.588 | -567.9737 | 628.2919 | -36.7952 | 665.087 |
Avg Daily Profit (%) | -0.6195 | 0.0175 | -0.637 | 0.2229 | -0.0514 | 0.2285 |
Buy And Hold Return (%) | 44.9986 | 44.9986 | 44.9986 | 44.9986 | 44.9986 | 44.9986 |
Max Trade Drawdown | -637759 | -76873 | -608252 | -451426 | -322983 | -382266 |
Profit Factor | 0.2806 | 1.1579 | 0.1511 | 1.6544 | 0.9198 | 2.3272 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 46 | 23 | 23 | 30 | 16 | 14 |
Losing Trades | 13 | 6 | 7 | 29 | 13 | 16 |
Profitability (%) | 77.9661 | 79.3103 | 76.6667 | 50.8475 | 55.1724 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0793 | 0.3021 | 0.046 | 1.5992 | 0.7474 | 2.6597 |
Largest Winning Trade | 11102 | 10279 | 11102 | 940777 | 96155 | 940777 |
Largest Losing Trade | -423348 | -39498 | -423348 | -322983 | -322983 | -274742 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 8 | 7 | 9 | 34 | 31 | 37 |
Avg Bars in Losers | 141 | 133 | 147 | 40 | 34 | 45 |
Bars Traded | 2210 | 962 | 1247 | 2210 | 962 | 1247 |
Profit Streak | 52.5856 | 92.919 | 52.5856 | 52.5856 | 92.919 | 52.5856 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754977 | -378551 | -575829 | -166348 | -578635 | 464689 |
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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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