Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -514380.3844 | 39020.9557 | -553401.3401 | 957098.7037 | -49029.381 | 1006128.0847 |
Total P&L (%) | -514.3804 | 39.021 | -553.4013 | 957.0987 | -49.0294 | 1006.1281 |
Avg Daily Profit (%) | -0.5771 | 0.0438 | -0.6209 | 0.2649 | -0.0756 | 0.27 |
Buy And Hold Return (%) | 405.1722 | 405.1722 | 405.1722 | 405.1722 | 405.1722 | 405.1722 |
Max Trade Drawdown | -606445 | -69983 | -597023 | -506906 | -381849 | -419560 |
Profit Factor | 0.333 | 1.3947 | 0.1769 | 1.8109 | 0.9167 | 2.7008 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 50 | 25 | 25 | 36 | 18 | 18 |
Losing Trades | 17 | 8 | 9 | 31 | 15 | 16 |
Profitability (%) | 74.6269 | 75.7576 | 73.5294 | 53.7313 | 54.5455 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1132 | 0.4463 | 0.0637 | 1.5594 | 0.7639 | 2.4007 |
Largest Winning Trade | 11271 | 11271 | 11102 | 1249073 | 113678 | 1249073 |
Largest Losing Trade | -423348 | -36647 | -423348 | -379932 | -379932 | -263877 |
Avg Bars in Trades | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Winners | 7 | 6 | 8 | 28 | 27 | 28 |
Avg Bars in Losers | 103 | 90 | 115 | 36 | 25 | 46 |
Bars Traded | 2142 | 878 | 1264 | 2142 | 878 | 1264 |
Profit Streak | 23.4526 | 92.1193 | 23.4526 | 23.4526 | 92.1193 | 23.4526 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -696995 | -296097 | -576279 | -111372 | -578407 | 430222 |
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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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