Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -999506.2441 | -87881.5818 | -911624.6623 | -211852.7097 | 1857429.3217 | -2069282.0314 |
Total P&L (%) | -999.5062 | -87.8816 | -911.6247 | -211.8527 | 1857.4293 | -2069.282 |
Avg Daily Profit (%) | -0.5548 | -0.0488 | -0.506 | 0 | 0.1652 | 0 |
Buy And Hold Return (%) | 41.59 | 41.59 | 41.59 | 41.59 | 41.59 | 41.59 |
Max Trade Drawdown | -1123796 | -199866 | -40307 | -1931596 | -133901 | -311159 |
Profit Factor | 0.3023 | 0.7282 | 0.1782 | 0.9252 | 7.4874 | 0.1868 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 19 | 13 |
Losing Trades | 32 | 18 | 14 | 32 | 13 | 19 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 59.375 | 40.625 |
Ratio Avg Win / Avg Loss | 0.3023 | 0.9362 | 0.1386 | 0.9252 | 5.123 | 0.273 |
Largest Winning Trade | 101038 | 101038 | 39561 | 765566 | 765566 | 128225 |
Largest Losing Trade | -960809 | -61129 | -960809 | -1931596 | -81542 | -1931596 |
Avg Bars in Trades | 49 | 65 | 33 | 49 | 65 | 33 |
Avg Bars in Winners | 25 | 32 | 19 | 66 | 91 | 30 |
Avg Bars in Losers | 74 | 92 | 51 | 32 | 27 | 35 |
Bars Traded | 3174 | 2106 | 1068 | 3174 | 2106 | 1068 |
Profit Streak | 40.8956 | 46.3956 | 40.8956 | 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 | -723290 | -582682 | -579451 | -724277 | 628264 | -584456 |
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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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