Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -362524.619 | 78158.7773 | -440683.3963 | 907991.6736 | -636652.0127 | 1544643.6863 |
Total P&L (%) | -362.5246 | 78.1588 | -440.6834 | 907.9917 | -636.652 | 1544.6437 |
Avg Daily Profit (%) | -0.1928 | 0.0416 | -0.2344 | 0.123 | 0 | 0.1491 |
Buy And Hold Return (%) | 253.796 | 253.796 | 253.796 | 253.796 | 253.796 | 253.796 |
Max Trade Drawdown | -382297 | -68086 | -459779 | -1407475 | -855988 | -884778 |
Profit Factor | 0.5951 | 1.4857 | 0.3999 | 1.2399 | 0.6218 | 1.7352 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 26 | 19 | 47 | 18 | 29 |
Losing Trades | 50 | 22 | 28 | 48 | 30 | 18 |
Profitability (%) | 47.3684 | 54.1667 | 40.4255 | 49.4737 | 37.5 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.6612 | 1.2571 | 0.5894 | 1.2663 | 1.0363 | 1.077 |
Largest Winning Trade | 47048 | 47048 | 46905 | 2078460 | 283957 | 2078460 |
Largest Losing Trade | -315522 | -36681 | -315522 | -772388 | -409468 | -772388 |
Avg Bars in Trades | 52 | 18 | 87 | 52 | 18 | 87 |
Avg Bars in Winners | 42 | 15 | 79 | 46 | 17 | 65 |
Avg Bars in Losers | 61 | 21 | 92 | 57 | 19 | 122 |
Bars Traded | 4990 | 892 | 4098 | 4990 | 892 | 4098 |
Profit Streak | 159.5907 | 161.5907 | 0 | 159.5907 | 161.5907 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580970 | -300448 | -584420 | -30675 | -583027 | 342525 |
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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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