Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -817394.0262 | -30130.9962 | -787263.03 | -120429.7913 | 1482610.2713 | -1603040.0626 |
Total P&L (%) | -817.394 | -30.131 | -787.263 | -120.4298 | 1482.6103 | -1603.0401 |
Avg Daily Profit (%) | -0.4457 | -0.0164 | -0.4293 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 192.0506 | 192.0506 | 192.0506 | 192.0506 | 192.0506 | 192.0506 |
Max Trade Drawdown | -927683 | -106897 | -842383 | -2503968 | -717614 | -2559284 |
Profit Factor | 0.3304 | 0.8714 | 0.2018 | 0.9721 | 2.1306 | 0.4669 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 61 | 29 | 32 | 31 | 17 | 14 |
Losing Trades | 20 | 11 | 9 | 50 | 23 | 27 |
Profitability (%) | 75.3086 | 72.5 | 78.0488 | 38.2716 | 42.5 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.1083 | 0.3305 | 0.0568 | 1.5679 | 2.8826 | 0.9004 |
Largest Winning Trade | 18272 | 18170 | 18272 | 1305109 | 1305109 | 387856 |
Largest Losing Trade | -738937 | -57856 | -738937 | -1834099 | -210676 | -1834099 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 15 | 13 | 16 | 79 | 82 | 75 |
Avg Bars in Losers | 130 | 125 | 137 | 21 | 15 | 26 |
Bars Traded | 3531 | 1772 | 1759 | 3531 | 1772 | 1759 |
Profit Streak | 23.9011 | 139.4011 | 23.9011 | 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 | -592465 | -577262 | -576561 | -598838 | 316083 | -586907 |
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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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