Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -650497.2675 | -168624.3201 | -481872.9474 | -99296.4422 | 1092770.3777 | -1192066.8199 |
Total P&L (%) | -650.4973 | -168.6243 | -481.8729 | -99.2964 | 1092.7704 | -1192.0668 |
Avg Daily Profit (%) | -0.4367 | -0.1132 | -0.3235 | -0.3322 | 0.1666 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -779995 | -267656 | -537451 | -1510949 | -354764 | -1490577 |
Profit Factor | 0.3971 | 0.5271 | 0.333 | 0.9534 | 2.8967 | 0.2322 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 61 | 29 | 32 | 41 | 21 | 20 |
Losing Trades | 23 | 13 | 10 | 43 | 21 | 22 |
Profitability (%) | 72.619 | 69.0476 | 76.1905 | 48.8095 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 0.1497 | 0.2363 | 0.1041 | 0.9999 | 2.8967 | 0.2555 |
Largest Winning Trade | 27584 | 27584 | 24243 | 983555 | 983555 | 181773 |
Largest Losing Trade | -383672 | -73330 | -383672 | -651050 | -141866 | -651050 |
Avg Bars in Trades | 103 | 135 | 71 | 103 | 135 | 71 |
Avg Bars in Winners | 34 | 39 | 29 | 132 | 174 | 89 |
Avg Bars in Losers | 286 | 350 | 204 | 75 | 96 | 54 |
Bars Traded | 8676 | 5691 | 2985 | 8676 | 5691 | 2985 |
Profit Streak | 26.1578 | 37.8245 | 26.1578 | 26.1578 | 37.8245 | 26.1578 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575840 | -576832 | -576321 | -579513 | 531312 | -580642 |
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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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