Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -566988.3451 | -118019.9644 | -448968.3807 | -98623.5821 | 843621.4987 | -942245.0808 |
Total P&L (%) | -566.9883 | -118.02 | -448.9684 | -98.6236 | 843.6215 | -942.2451 |
Avg Daily Profit (%) | -0.3838 | -0.0799 | -0.3039 | -0.2897 | 0.1521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -731915 | -213059 | -554572 | -917511 | -42077 | -1185115 |
Profit Factor | 0.5011 | 0.6731 | 0.421 | 0.9235 | 10.7282 | 0.2167 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 24 | 33 | 47 | 25 | 22 |
Losing Trades | 21 | 15 | 6 | 31 | 14 | 17 |
Profitability (%) | 73.0769 | 61.5385 | 84.6154 | 60.2564 | 64.1026 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.1846 | 0.4207 | 0.0765 | 0.6091 | 6.0078 | 0.1674 |
Largest Winning Trade | 25352 | 20179 | 25352 | 475694 | 475694 | 176889 |
Largest Losing Trade | -400815 | -72468 | -400815 | -856367 | -32218 | -856367 |
Avg Bars in Trades | 74 | 97 | 52 | 74 | 97 | 52 |
Avg Bars in Winners | 31 | 32 | 30 | 80 | 102 | 54 |
Avg Bars in Losers | 192 | 201 | 169 | 65 | 87 | 48 |
Bars Traded | 5824 | 3792 | 2032 | 5824 | 3792 | 2032 |
Profit Streak | 61.1984 | 81.4484 | 61.1984 | 61.1984 | 81.4484 | 61.1984 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614723 | -577894 | -575028 | -616385 | 697386 | -578535 |
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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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