Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -381388.5601 | 301549.8695 | -682938.4296 | -87302.298 | -1962767.173 | 1875464.875 |
Total P&L (%) | -381.3886 | 301.5499 | -682.9384 | -87.3023 | -1962.7672 | 1875.4649 |
Avg Daily Profit (%) | -0.2137 | 0.169 | -0.3827 | -0.1156 | 0 | 0.1673 |
Buy And Hold Return (%) | 405.6192 | 405.6192 | 405.6192 | 405.6192 | 405.6192 | 405.6192 |
Max Trade Drawdown | -508494 | -253638 | -697953 | -2615626 | -2614655 | -221119 |
Profit Factor | 0.6971 | 1.8252 | 0.2358 | 0.9788 | 0.4162 | 3.458 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 12 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 19 | 14 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.7933 | 2.5272 | 0.2211 | 1.1138 | 0.659 | 2.8477 |
Largest Winning Trade | 420244 | 420244 | 26197 | 2142455 | 1243389 | 2142455 |
Largest Losing Trade | -324731 | -68170 | -324731 | -1020398 | -1020398 | -211822 |
Avg Bars in Trades | 337 | 400 | 274 | 337 | 400 | 274 |
Avg Bars in Winners | 270 | 377 | 184 | 281 | 359 | 225 |
Avg Bars in Losers | 396 | 418 | 371 | 387 | 426 | 334 |
Bars Traded | 20943 | 12426 | 8517 | 20943 | 12426 | 8517 |
Profit Streak | 35.0177 | 38.6843 | 0 | 35.0177 | 38.6843 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -739989 | -157589 | -580608 | -738323 | -584662 | 478500 |
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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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