Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -997297.3717 | -66669.1994 | -930628.1723 | -15570.3331 | -2697124.3498 | 2681554.0168 |
Total P&L (%) | -997.2974 | -66.6692 | -930.6282 | -15.5703 | -2697.1244 | 2681.554 |
Avg Daily Profit (%) | -0.5286 | -0.0353 | -0.4932 | -0.009 | 0 | 0.1764 |
Buy And Hold Return (%) | 328.7352 | 328.7352 | 328.7352 | 328.7352 | 328.7352 | 328.7352 |
Max Trade Drawdown | -1171846 | -208138 | -975920 | -2553543 | -2968085 | -1243297 |
Profit Factor | 0.2698 | 0.7483 | 0.1547 | 0.9971 | 0.1526 | 2.231 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 57.8125 | 53.125 | 62.5 | 57.8125 | 53.125 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1969 | 0.6603 | 0.0928 | 0.7276 | 0.1347 | 1.3386 |
Largest Winning Trade | 43840 | 43840 | 29121 | 3711265 | 145939 | 3711265 |
Largest Losing Trade | -584077 | -52383 | -584077 | -1197251 | -1154845 | -1197251 |
Avg Bars in Trades | 110 | 124 | 96 | 110 | 124 | 96 |
Avg Bars in Winners | 67 | 67 | 67 | 71 | 75 | 67 |
Avg Bars in Losers | 170 | 189 | 145 | 165 | 180 | 146 |
Bars Traded | 7095 | 3993 | 3102 | 7095 | 3993 | 3102 |
Profit Streak | 120.7813 | 120.7813 | 275.5313 | 120.7813 | 120.7813 | 275.5313 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721878 | -579446 | -577840 | -721878 | -579446 | 500712 |
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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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