Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -497696.7343 | 91203.2751 | -588900.0094 | 101672.6244 | -1390508.7447 | 1492181.369 |
Total P&L (%) | -497.6967 | 91.2033 | -588.9 | 101.6726 | -1390.5087 | 1492.1814 |
Avg Daily Profit (%) | -0.2628 | 0.0482 | -0.311 | 0.0371 | 0 | 0.1463 |
Buy And Hold Return (%) | 191.94 | 191.94 | 191.94 | 191.94 | 191.94 | 191.94 |
Max Trade Drawdown | -688230 | -158115 | -673097 | -1619266 | -1597257 | -1113864 |
Profit Factor | 0.5285 | 1.3894 | 0.2831 | 1.0303 | 0.284 | 2.0542 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 68.9655 | 62.069 | 75.8621 | 68.9655 | 62.069 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.2378 | 0.8491 | 0.0901 | 0.4636 | 0.1735 | 0.6536 |
Largest Winning Trade | 86555 | 86555 | 27034 | 2016989 | 113287 | 2016989 |
Largest Losing Trade | -536012 | -60165 | -536012 | -932977 | -670528 | -932977 |
Avg Bars in Trades | 92 | 108 | 76 | 92 | 108 | 76 |
Avg Bars in Winners | 50 | 55 | 47 | 60 | 63 | 58 |
Avg Bars in Losers | 186 | 195 | 170 | 163 | 181 | 135 |
Bars Traded | 5376 | 3144 | 2232 | 5376 | 3144 | 2232 |
Profit Streak | 175.6729 | 175.6729 | 293.6729 | 175.6729 | 175.6729 | 293.6729 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756325 | -292511 | -576090 | -673613 | -577885 | 303889 |
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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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