Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -744492.7812 | -12249.3922 | -732243.389 | 3470877.4185 | -572045.303 | 4042922.7215 |
Total P&L (%) | -744.4928 | -12.2494 | -732.2434 | 3470.8774 | -572.0453 | 4042.9227 |
Avg Daily Profit (%) | -0.4658 | -0.0077 | -0.4582 | 0.224 | 0 | 0.2333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -846478 | -26211 | -719196 | -1226845 | -623862 | -1179739 |
Profit Factor | 0.3659 | 0.8207 | 0.3378 | 1.9185 | 0.5542 | 2.62 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 22 | 17 | 35 | 18 | 17 |
Losing Trades | 36 | 16 | 20 | 40 | 20 | 20 |
Profitability (%) | 52 | 57.8947 | 45.9459 | 46.6667 | 47.3684 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.3378 | 0.5969 | 0.3974 | 2.1925 | 0.6158 | 3.0823 |
Largest Winning Trade | 72886 | 14800 | 72886 | 2081361 | 288516 | 2081361 |
Largest Losing Trade | -718539 | -21818 | -718539 | -1170285 | -525101 | -1170285 |
Avg Bars in Trades | 244 | 7 | 488 | 244 | 7 | 488 |
Avg Bars in Winners | 215 | 8 | 482 | 272 | 7 | 553 |
Avg Bars in Losers | 276 | 6 | 493 | 220 | 8 | 433 |
Bars Traded | 18357 | 287 | 18070 | 18357 | 287 | 18070 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641796 | -579463 | -582349 | -50688 | -581510 | 422921 |
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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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