Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -851258.0801 | -192090.8382 | -659167.242 | -100467.5043 | 915768.4364 | -1016235.9407 |
Total P&L (%) | -851.2581 | -192.0908 | -659.1672 | -100.4675 | 915.7684 | -1016.2359 |
Avg Daily Profit (%) | -0.575 | -0.1298 | -0.4453 | 0 | 0.1567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -975780 | -264609 | -740656 | -1040792 | -180579 | -1391656 |
Profit Factor | 0.4455 | 0.5744 | 0.3918 | 0.9481 | 3.6621 | 0.3621 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 25 | 33 | 48 | 25 | 23 |
Losing Trades | 36 | 22 | 14 | 46 | 22 | 24 |
Profitability (%) | 61.7021 | 53.1915 | 70.2128 | 51.0638 | 53.1915 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.2765 | 0.5055 | 0.1662 | 0.9086 | 3.2227 | 0.3778 |
Largest Winning Trade | 37591 | 37147 | 37591 | 369438 | 310546 | 369438 |
Largest Losing Trade | -447340 | -44445 | -447340 | -747162 | -84643 | -747162 |
Avg Bars in Trades | 45 | 56 | 35 | 45 | 56 | 35 |
Avg Bars in Winners | 27 | 29 | 25 | 50 | 62 | 37 |
Avg Bars in Losers | 75 | 86 | 57 | 40 | 48 | 33 |
Bars Traded | 4304 | 2646 | 1658 | 4304 | 2646 | 1658 |
Profit Streak | 54.4077 | 54.4077 | 70.4077 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577413 | -578877 | -576647 | -580389 | 539157 | -581110 |
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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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