Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -861738.0498 | -109103.7633 | -752634.2866 | -126278.747 | 1634203.6376 | -1760482.3846 |
Total P&L (%) | -861.7381 | -109.1038 | -752.6343 | -126.2787 | 1634.2036 | -1760.4824 |
Avg Daily Profit (%) | -0.4802 | -0.0608 | -0.4194 | 0 | 0.1591 | 0 |
Buy And Hold Return (%) | 265.449 | 265.449 | 265.449 | 265.449 | 265.449 | 265.449 |
Max Trade Drawdown | -1007939 | -239388 | -817740 | -1549120 | -40790 | -1840480 |
Profit Factor | 0.3113 | 0.6842 | 0.1691 | 0.9371 | 17.3097 | 0.0774 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 10 | 16 | 42 | 25 | 17 |
Losing Trades | 42 | 24 | 18 | 26 | 9 | 17 |
Profitability (%) | 38.2353 | 29.4118 | 47.0588 | 61.7647 | 73.5294 | 50 |
Ratio Avg Win / Avg Loss | 0.5029 | 1.642 | 0.1903 | 0.5801 | 6.2315 | 0.0774 |
Largest Winning Trade | 121873 | 121873 | 44816 | 773783 | 773783 | 52309 |
Largest Losing Trade | -740339 | -70811 | -740339 | -1506147 | -40790 | -1506147 |
Avg Bars in Trades | 69 | 89 | 50 | 69 | 89 | 50 |
Avg Bars in Winners | 35 | 38 | 33 | 81 | 107 | 43 |
Avg Bars in Losers | 91 | 110 | 66 | 51 | 36 | 58 |
Bars Traded | 4756 | 3030 | 1726 | 4756 | 3030 | 1726 |
Profit Streak | 33.4628 | 0 | 33.7961 | 0 | 81.4628 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698589 | -588387 | -581397 | -692752 | 725250 | -580795 |
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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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