Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -82883.7549 | 240712.2762 | -323596.0311 | -112608.1638 | 2658763.2923 | -2771371.4561 |
Total P&L (%) | -82.8838 | 240.7123 | -323.596 | -112.6082 | 2658.7633 | -2771.3715 |
Avg Daily Profit (%) | -0.0463 | 0.1345 | -0.1808 | 0 | 0.1856 | 0 |
Buy And Hold Return (%) | 46.3541 | 46.3541 | 46.3541 | 46.3541 | 46.3541 | 46.3541 |
Max Trade Drawdown | -586397 | -195413 | -447745 | -3008395 | -132849 | -3131123 |
Profit Factor | 0.9005 | 1.8319 | 0.4051 | 0.9687 | 8.6039 | 0.1471 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 14 | 21 | 39 | 24 | 15 |
Losing Trades | 35 | 21 | 14 | 31 | 11 | 20 |
Profitability (%) | 50 | 40 | 60 | 55.7143 | 68.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.9005 | 2.7478 | 0.2701 | 0.77 | 3.9435 | 0.1961 |
Largest Winning Trade | 403839 | 403839 | 45268 | 1116283 | 1116283 | 321259 |
Largest Losing Trade | -393894 | -71063 | -393894 | -2619282 | -132849 | -2619282 |
Avg Bars in Trades | 44 | 56 | 33 | 44 | 56 | 33 |
Avg Bars in Winners | 23 | 19 | 26 | 52 | 72 | 20 |
Avg Bars in Losers | 65 | 80 | 43 | 34 | 20 | 42 |
Bars Traded | 3127 | 1968 | 1159 | 3127 | 1968 | 1159 |
Profit Streak | 18.6098 | 25.1098 | 18.6098 | 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 | -678489 | -14538 | -578929 | -678537 | 678250 | -583565 |
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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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