Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -253747.8573 | -28038.0946 | -225709.7628 | -358123.5743 | 137618.5503 | -495742.1246 |
Total P&L (%) | -253.7479 | -28.0381 | -225.7098 | -358.1236 | 137.6186 | -495.7421 |
Avg Daily Profit (%) | -0.4872 | -0.0538 | -0.4334 | 0 | 0.1663 | 0 |
Buy And Hold Return (%) | 15.6214 | 15.6214 | 15.6214 | 15.6214 | 15.6214 | 15.6214 |
Max Trade Drawdown | -317889 | -34660 | -311765 | -682594 | -15562 | -761035 |
Profit Factor | 0.4272 | 0.3711 | 0.4335 | 0.6064 | 5.3277 | 0.4354 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 9 | 19 | 35 | 21 | 14 |
Losing Trades | 35 | 23 | 12 | 28 | 11 | 17 |
Profitability (%) | 44.4444 | 28.125 | 61.2903 | 55.5556 | 65.625 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.534 | 0.9484 | 0.2738 | 0.4851 | 2.7907 | 0.5287 |
Largest Winning Trade | 21222 | 5737 | 21222 | 120365 | 18917 | 120365 |
Largest Losing Trade | -302449 | -4881 | -302449 | -444292 | -11175 | -444292 |
Avg Bars in Trades | 361 | 18 | 716 | 361 | 18 | 716 |
Avg Bars in Winners | 348 | 12 | 508 | 246 | 17 | 590 |
Avg Bars in Losers | 372 | 20 | 1045 | 505 | 19 | 820 |
Bars Traded | 22799 | 590 | 22209 | 22799 | 590 | 22209 |
Profit Streak | 0 | 0 | 25.643 | 18.9763 | 68.9971 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734784 | -596865 | -579380 | -731066 | 664204 | -583268 |
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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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