Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -454742.5788 | -42995.08 | -411747.4988 | -486929.5536 | 2313003.916 | -2799933.4696 |
Total P&L (%) | -454.7426 | -42.9951 | -411.7475 | -486.9296 | 2313.0039 | -2799.9335 |
Avg Daily Profit (%) | -0.2339 | -0.0221 | -0.2118 | 0 | 0.1639 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -743660 | -146479 | -609753 | -3679030 | -103908 | -5093411 |
Profit Factor | 0.5631 | 0.7821 | 0.5118 | 0.9323 | 6.6709 | 0.5874 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 16 | 25 | 46 | 28 | 18 |
Losing Trades | 38 | 24 | 14 | 33 | 12 | 21 |
Profitability (%) | 51.8987 | 40 | 64.1026 | 58.2278 | 70 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.5219 | 1.1731 | 0.2866 | 0.6688 | 2.8589 | 0.6853 |
Largest Winning Trade | 51613 | 51613 | 46738 | 1705360 | 493431 | 1705360 |
Largest Losing Trade | -596073 | -21709 | -596073 | -3242264 | -103908 | -3242264 |
Avg Bars in Trades | 42 | 5 | 80 | 42 | 5 | 80 |
Avg Bars in Winners | 40 | 4 | 63 | 35 | 6 | 80 |
Avg Bars in Losers | 44 | 6 | 109 | 52 | 3 | 79 |
Bars Traded | 3348 | 218 | 3130 | 3348 | 218 | 3130 |
Profit Streak | 11.4531 | 12.4531 | 0 | 0 | 0 | 12.9531 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -611176 | -582077 | -578929 | -610711 | 689613 | -581643 |
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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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