Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1528128.442 | -149939.397 | -1378189.045 | -215988.8206 | 2164436.1475 | -2380424.9681 |
Total P&L (%) | -1528.1284 | -149.9394 | -1378.189 | -215.9888 | 2164.4361 | -2380.425 |
Avg Daily Profit (%) | -0.852 | -0.0836 | -0.7684 | 0 | 0.1741 | 0 |
Buy And Hold Return (%) | 133.3971 | 133.3971 | 133.3971 | 133.3971 | 133.3971 | 133.3971 |
Max Trade Drawdown | -1687956 | -245985 | -66195 | -2305491 | -132567 | -434873 |
Profit Factor | 0.1823 | 0.5242 | 0.1129 | 0.9226 | 10.5235 | 0.0715 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 63 | 29 | 34 | 21 | 14 | 7 |
Losing Trades | 21 | 13 | 8 | 63 | 28 | 35 |
Profitability (%) | 75 | 69.0476 | 80.9524 | 25 | 33.3333 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.0608 | 0.235 | 0.0266 | 2.7678 | 21.0471 | 0.3577 |
Largest Winning Trade | 40804 | 40804 | 16271 | 947818 | 947818 | 77233 |
Largest Losing Trade | -1434441 | -63491 | -1434441 | -2019760 | -132567 | -2019760 |
Avg Bars in Trades | 37 | 52 | 22 | 37 | 52 | 22 |
Avg Bars in Winners | 9 | 14 | 6 | 110 | 134 | 62 |
Avg Bars in Losers | 121 | 138 | 93 | 13 | 11 | 15 |
Bars Traded | 3170 | 2207 | 962 | 3170 | 2207 | 962 |
Profit Streak | 54.2096 | 54.2096 | 287.7096 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 15 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575266 | -576668 | -574895 | -607590 | 356636 | -647277 |
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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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