Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -498389.9254 | -95636.3765 | -402753.5489 | -99632.4666 | 1068438.1622 | -1168070.6289 |
Total P&L (%) | -498.3899 | -95.6364 | -402.7535 | -99.6325 | 1068.4382 | -1168.0706 |
Avg Daily Profit (%) | -0.3348 | -0.0643 | -0.2706 | -0.3759 | 0.1653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -658073 | -208413 | -463510 | -1209513 | -120784 | -1493427 |
Profit Factor | 0.5364 | 0.7435 | 0.4264 | 0.9464 | 5.4276 | 0.2772 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 22 | 26 | 40 | 21 | 19 |
Losing Trades | 30 | 17 | 13 | 38 | 18 | 20 |
Profitability (%) | 61.5385 | 56.4103 | 66.6667 | 51.2821 | 53.8462 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.3352 | 0.5745 | 0.2132 | 0.899 | 4.6522 | 0.2917 |
Largest Winning Trade | 45696 | 45696 | 30206 | 710293 | 710293 | 199725 |
Largest Losing Trade | -336344 | -76121 | -336344 | -886077 | -53547 | -886077 |
Avg Bars in Trades | 110 | 138 | 83 | 110 | 138 | 83 |
Avg Bars in Winners | 63 | 73 | 54 | 114 | 129 | 96 |
Avg Bars in Losers | 187 | 223 | 140 | 107 | 149 | 70 |
Bars Traded | 8655 | 5413 | 3242 | 8655 | 5413 | 3242 |
Profit Streak | 0 | 0 | 48.7355 | 0 | 0 | 48.7355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617782 | -579926 | -577607 | -619389 | 589275 | -580266 |
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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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