Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -533031.3262 | 25644.6883 | -558676.0145 | 774901.248 | -24696.3267 | 799597.5747 |
Total P&L (%) | -533.0313 | 25.6447 | -558.676 | 774.9012 | -24.6963 | 799.5976 |
Avg Daily Profit (%) | -0.598 | 0.0288 | -0.6268 | 0.2436 | -0.0318 | 0.2468 |
Buy And Hold Return (%) | 370.0477 | 370.0477 | 370.0477 | 370.0477 | 370.0477 | 370.0477 |
Max Trade Drawdown | -626142 | -77150 | -604173 | -502868 | -365335 | -410891 |
Profit Factor | 0.3092 | 1.2515 | 0.1657 | 1.7169 | 0.9539 | 2.4665 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 54 | 27 | 27 | 36 | 18 | 18 |
Losing Trades | 15 | 7 | 8 | 33 | 16 | 17 |
Profitability (%) | 78.2609 | 79.4118 | 77.1429 | 52.1739 | 52.9412 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.0859 | 0.3245 | 0.0491 | 1.5738 | 0.8479 | 2.3295 |
Largest Winning Trade | 11102 | 10279 | 11102 | 1064137 | 113753 | 1064137 |
Largest Losing Trade | -423348 | -39498 | -423348 | -365335 | -365335 | -279116 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 8 | 8 | 9 | 28 | 25 | 30 |
Avg Bars in Losers | 115 | 106 | 122 | 36 | 31 | 40 |
Bars Traded | 2214 | 968 | 1246 | 2214 | 968 | 1246 |
Profit Streak | 68.8178 | 92.4845 | 68.8178 | 68.8178 | 92.4845 | 68.8178 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681363 | -316459 | -575661 | -98564 | -578566 | 327736 |
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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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