Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -576554.4746 | -124848.6074 | -451705.8672 | -98859.5246 | 795969.2522 | -894828.7768 |
Total P&L (%) | -576.5545 | -124.8486 | -451.7059 | -98.8595 | 795.9693 | -894.8288 |
Avg Daily Profit (%) | -0.3883 | -0.0841 | -0.3042 | -0.3008 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -760418 | -243882 | -567215 | -914642 | -72749 | -1075372 |
Profit Factor | 0.477 | 0.6416 | 0.4009 | 0.9176 | 7.9378 | 0.1748 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 20 | 27 | 41 | 22 | 19 |
Losing Trades | 21 | 14 | 7 | 27 | 12 | 15 |
Profitability (%) | 69.1176 | 58.8235 | 79.4118 | 60.2941 | 64.7059 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.2131 | 0.4491 | 0.1039 | 0.6042 | 4.3297 | 0.138 |
Largest Winning Trade | 28202 | 28202 | 18889 | 508278 | 508278 | 122538 |
Largest Losing Trade | -378106 | -75957 | -378106 | -765057 | -72749 | -765057 |
Avg Bars in Trades | 64 | 83 | 44 | 64 | 83 | 44 |
Avg Bars in Winners | 29 | 33 | 26 | 70 | 88 | 49 |
Avg Bars in Losers | 141 | 155 | 115 | 55 | 74 | 39 |
Bars Traded | 4361 | 2833 | 1528 | 4361 | 2833 | 1528 |
Profit Streak | 57.0415 | 57.0415 | 72.3748 | 57.0415 | 57.0415 | 72.3748 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690279 | -578671 | -575607 | -691422 | 577153 | -578657 |
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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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