Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -927632.9976 | -279851.1263 | -647781.8713 | -100753.7546 | 728136.1557 | -828889.9103 |
Total P&L (%) | -927.633 | -279.8511 | -647.7819 | -100.7538 | 728.1362 | -828.8899 |
Avg Daily Profit (%) | -0.625 | -0.1885 | -0.4364 | 0 | 0.1425 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -994716 | -315857 | -678859 | -736349 | -68787 | -919168 |
Profit Factor | 0.2115 | 0.2532 | 0.1921 | 0.907 | 8.8272 | 0.1628 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 11 | 14 | 43 | 23 | 20 |
Losing Trades | 43 | 23 | 20 | 25 | 11 | 14 |
Profitability (%) | 36.7647 | 32.3529 | 41.1765 | 63.2353 | 67.6471 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3638 | 0.5294 | 0.2744 | 0.5273 | 4.2217 | 0.114 |
Largest Winning Trade | 32552 | 32552 | 28518 | 362827 | 362827 | 43329 |
Largest Losing Trade | -534346 | -67917 | -534346 | -720260 | -68787 | -720260 |
Avg Bars in Trades | 84 | 102 | 66 | 84 | 102 | 66 |
Avg Bars in Winners | 47 | 43 | 49 | 102 | 130 | 70 |
Avg Bars in Losers | 106 | 130 | 78 | 53 | 44 | 61 |
Bars Traded | 5739 | 3482 | 2257 | 5739 | 3482 | 2257 |
Profit Streak | 25.8759 | 36.1259 | 25.8759 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698682 | -587114 | -583684 | -692562 | 304213 | -579651 |
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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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