Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -356968.6677 | 45127.8754 | -402096.5431 | 423240.9733 | -772776.4084 | 1196017.3818 |
Total P&L (%) | -356.9687 | 45.1279 | -402.0965 | 423.241 | -772.7764 | 1196.0174 |
Avg Daily Profit (%) | -0.2206 | 0.0279 | -0.2485 | 0.1023 | 0 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -589039 | -80844 | -616160 | -943924 | -869502 | -766572 |
Profit Factor | 0.6373 | 1.2531 | 0.5011 | 1.1408 | 0.3996 | 1.6956 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 20 | 21 | 37 | 16 | 21 |
Losing Trades | 27 | 14 | 13 | 31 | 18 | 13 |
Profitability (%) | 60.2941 | 58.8235 | 61.7647 | 54.4118 | 47.0588 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.4197 | 0.8772 | 0.3102 | 0.9558 | 0.4495 | 1.0496 |
Largest Winning Trade | 45608 | 42712 | 45608 | 965616 | 138780 | 965616 |
Largest Losing Trade | -477167 | -45327 | -477167 | -551685 | -152532 | -551685 |
Avg Bars in Trades | 274 | 83 | 466 | 274 | 83 | 466 |
Avg Bars in Winners | 174 | 70 | 273 | 262 | 61 | 416 |
Avg Bars in Losers | 426 | 102 | 776 | 288 | 102 | 547 |
Bars Traded | 18683 | 2832 | 15851 | 18683 | 2832 | 15851 |
Profit Streak | 628.3338 | 628.3338 | 629.3338 | 628.3338 | 628.3338 | 629.3338 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691610 | -157544 | -578312 | -235299 | -581355 | 441003 |
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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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