Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -446399.527 | 35373.7852 | -481773.3122 | 3619492.7074 | 130084.559 | 3489408.1484 |
Total P&L (%) | -446.3995 | 35.3738 | -481.7733 | 3619.4927 | 130.0846 | 3489.4081 |
Avg Daily Profit (%) | -0.2444 | 0.0194 | -0.2637 | 0.1982 | 0.0456 | 0.1962 |
Buy And Hold Return (%) | 679.0327 | 679.0327 | 679.0327 | 679.0327 | 679.0327 | 679.0327 |
Max Trade Drawdown | -562817 | -42975 | -590446 | -814195 | -362290 | -697506 |
Profit Factor | 0.5298 | 1.4707 | 0.449 | 2.7693 | 1.2163 | 3.4158 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 21 | 20 | 25 | 13 | 12 |
Losing Trades | 18 | 9 | 9 | 34 | 17 | 17 |
Profitability (%) | 69.4915 | 70 | 68.9655 | 42.3729 | 43.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.2326 | 0.6303 | 0.202 | 3.7662 | 1.5906 | 4.8391 |
Largest Winning Trade | 68459 | 24054 | 68459 | 1923704 | 186199 | 1923704 |
Largest Losing Trade | -392448 | -27291 | -392448 | -362290 | -362290 | -269009 |
Avg Bars in Trades | 103 | 6 | 203 | 103 | 6 | 203 |
Avg Bars in Winners | 63 | 6 | 124 | 113 | 5 | 231 |
Avg Bars in Losers | 192 | 7 | 377 | 95 | 7 | 183 |
Bars Traded | 6082 | 193 | 5889 | 6082 | 193 | 5889 |
Profit Streak | 0 | 0 | 274.3869 | 0 | 0 | 274.3869 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757751 | -330482 | -577024 | -170272 | -299428 | 404610 |
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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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