Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840000.8191 | -39790.8341 | -800209.985 | -56152.4421 | 2011404.9254 | -2067557.3674 |
Total P&L (%) | -840.0008 | -39.7908 | -800.21 | -56.1524 | 2011.4049 | -2067.5574 |
Avg Daily Profit (%) | -0.4531 | -0.0215 | -0.4316 | -0.0445 | 0.1646 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -986438 | -188604 | -875013 | -3675478 | -1278240 | -2679799 |
Profit Factor | 0.3984 | 0.8712 | 0.264 | 0.9894 | 2.1576 | 0.4212 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 21 | 23 | 38 | 21 | 17 |
Losing Trades | 20 | 11 | 9 | 26 | 11 | 15 |
Profitability (%) | 68.75 | 65.625 | 71.875 | 59.375 | 65.625 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1811 | 0.4564 | 0.1033 | 0.677 | 1.1302 | 0.3717 |
Largest Winning Trade | 34623 | 34623 | 24880 | 1125044 | 1125044 | 574627 |
Largest Losing Trade | -855027 | -53012 | -855027 | -1638750 | -822667 | -1638750 |
Avg Bars in Trades | 84 | 92 | 76 | 84 | 92 | 76 |
Avg Bars in Winners | 31 | 25 | 38 | 81 | 87 | 73 |
Avg Bars in Losers | 198 | 219 | 173 | 87 | 99 | 79 |
Bars Traded | 5384 | 2944 | 2440 | 5384 | 2944 | 2440 |
Profit Streak | 64.0435 | 79.3768 | 64.0435 | 64.0435 | 79.3768 | 64.0435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720874 | -578227 | -577415 | -722089 | 478068 | -579846 |
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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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