Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -564700.076 | -115918.4622 | -448781.6138 | -100017.615 | 1106286.6049 | -1206304.2199 |
Total P&L (%) | -564.7001 | -115.9185 | -448.7816 | -100.0176 | 1106.2866 | -1206.3042 |
Avg Daily Profit (%) | -0.38 | -0.078 | -0.302 | 0 | 0.1677 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -728884 | -225840 | -559317 | -1401076 | -223707 | -1743759 |
Profit Factor | 0.5378 | 0.6949 | 0.4669 | 0.9543 | 3.6057 | 0.317 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 55 | 24 | 31 | 36 | 20 | 16 |
Losing Trades | 23 | 15 | 8 | 42 | 19 | 23 |
Profitability (%) | 70.5128 | 61.5385 | 79.4872 | 46.1538 | 51.2821 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.2249 | 0.4343 | 0.1205 | 1.1134 | 3.4254 | 0.4557 |
Largest Winning Trade | 32613 | 32070 | 32613 | 839785 | 839785 | 426216 |
Largest Losing Trade | -354732 | -72118 | -354732 | -839410 | -123503 | -839410 |
Avg Bars in Trades | 224 | 280 | 169 | 224 | 280 | 169 |
Avg Bars in Winners | 123 | 127 | 119 | 299 | 370 | 210 |
Avg Bars in Losers | 468 | 524 | 363 | 161 | 184 | 141 |
Bars Traded | 17548 | 10925 | 6623 | 17548 | 10925 | 6623 |
Profit Streak | 69.5837 | 95.8337 | 69.5837 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615136 | -577903 | -575966 | -619384 | 529950 | -584247 |
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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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