Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -499233.4126 | 23673.3084 | -522906.721 | 994940.235 | -191359.9168 | 1186300.1519 |
Total P&L (%) | -499.2334 | 23.6733 | -522.9067 | 994.9402 | -191.3599 | 1186.3002 |
Avg Daily Profit (%) | -0.5656 | 0.0268 | -0.5924 | 0.2715 | 0 | 0.2898 |
Buy And Hold Return (%) | 265.7381 | 265.7381 | 265.7381 | 265.7381 | 265.7381 | 265.7381 |
Max Trade Drawdown | -592134 | -36250 | -596780 | -917841 | -534433 | -921799 |
Profit Factor | 0.4092 | 1.2608 | 0.3067 | 1.371 | 0.7097 | 1.5866 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 18 | 18 | 32 | 14 | 18 |
Losing Trades | 24 | 12 | 12 | 28 | 16 | 12 |
Profitability (%) | 60 | 60 | 60 | 53.3333 | 46.6667 | 60 |
Ratio Avg Win / Avg Loss | 0.2728 | 0.8405 | 0.2045 | 1.1996 | 0.8111 | 1.0577 |
Largest Winning Trade | 33805 | 21902 | 33805 | 2201468 | 130399 | 2201468 |
Largest Losing Trade | -369324 | -18653 | -369324 | -863861 | -299458 | -863861 |
Avg Bars in Trades | 85 | 22 | 148 | 85 | 22 | 148 |
Avg Bars in Winners | 48 | 13 | 82 | 78 | 25 | 119 |
Avg Bars in Losers | 141 | 35 | 247 | 92 | 19 | 191 |
Bars Traded | 5116 | 666 | 4450 | 5116 | 666 | 4450 |
Profit Streak | 28.4914 | 119.9914 | 28.4914 | 28.4914 | 119.9914 | 28.4914 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751516 | -321697 | -578988 | -164885 | -580422 | 382317 |
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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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