Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -722155.0966 | 45560.6948 | -767715.7915 | -154424.9692 | 1735617.1467 | -1890042.1159 |
Total P&L (%) | -722.1551 | 45.5607 | -767.7158 | -154.425 | 1735.6171 | -1890.0421 |
Avg Daily Profit (%) | -0.3924 | 0.0248 | -0.4172 | 0 | 0.1583 | 0 |
Buy And Hold Return (%) | 140.6081 | 140.6081 | 140.6081 | 140.6081 | 140.6081 | 140.6081 |
Max Trade Drawdown | -889536 | -135504 | -814855 | -2758558 | -696317 | -3137700 |
Profit Factor | 0.4463 | 1.1744 | 0.2639 | 0.9709 | 2.2936 | 0.5239 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 16 | 21 | 33 | 20 | 13 |
Losing Trades | 31 | 18 | 13 | 35 | 14 | 21 |
Profitability (%) | 54.4118 | 47.0588 | 61.7647 | 48.5294 | 58.8235 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.3739 | 1.3212 | 0.1634 | 1.0298 | 1.6055 | 0.8463 |
Largest Winning Trade | 77031 | 77031 | 29155 | 793836 | 793836 | 475299 |
Largest Losing Trade | -727967 | -50255 | -727967 | -1598596 | -530821 | -1598596 |
Avg Bars in Trades | 105 | 111 | 98 | 105 | 111 | 98 |
Avg Bars in Winners | 69 | 59 | 77 | 132 | 146 | 112 |
Avg Bars in Losers | 147 | 157 | 133 | 78 | 62 | 90 |
Bars Traded | 7144 | 3792 | 3352 | 7144 | 3792 | 3352 |
Profit Streak | 56.9595 | 123.2095 | 56.9595 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692725 | -354421 | -578708 | -693460 | 474276 | -585370 |
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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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