Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -459539.8687 | -15603.137 | -443936.7317 | 929888.4019 | -3388446.4965 | 4318334.8984 |
Total P&L (%) | -459.5399 | -15.6031 | -443.9367 | 929.8884 | -3388.4465 | 4318.3349 |
Avg Daily Profit (%) | -0.1895 | -0.0064 | -0.183 | 0.0962 | 0 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -620725 | -116877 | -648417 | -4398975 | -4136104 | -1039292 |
Profit Factor | 0.5247 | 0.9338 | 0.3929 | 1.1275 | 0.3445 | 3.0324 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 51 | 23 | 28 | 47 | 20 | 27 |
Losing Trades | 23 | 14 | 9 | 27 | 17 | 10 |
Profitability (%) | 68.9189 | 62.1622 | 75.6757 | 63.5135 | 54.0541 | 72.973 |
Ratio Avg Win / Avg Loss | 0.2366 | 0.5684 | 0.1263 | 0.6477 | 0.2928 | 1.1231 |
Largest Winning Trade | 36463 | 31858 | 36463 | 2453042 | 346023 | 2453042 |
Largest Losing Trade | -405892 | -60401 | -405892 | -2356990 | -2356990 | -781954 |
Avg Bars in Trades | 62 | 71 | 54 | 62 | 71 | 54 |
Avg Bars in Winners | 23 | 24 | 22 | 29 | 21 | 36 |
Avg Bars in Losers | 150 | 148 | 154 | 120 | 130 | 102 |
Bars Traded | 4650 | 2643 | 2007 | 4650 | 2643 | 2007 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646825 | -579195 | -577444 | -212841 | -580247 | 551853 |
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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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