Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -697006.7656 | -83466.7458 | -613540.0198 | -168838.3539 | 1203489.7007 | -1372328.0547 |
Total P&L (%) | -697.0068 | -83.4667 | -613.54 | -168.8384 | 1203.4897 | -1372.3281 |
Avg Daily Profit (%) | -0.3896 | -0.0467 | -0.343 | 0 | 0.1436 | 0 |
Buy And Hold Return (%) | 32.3085 | 32.3085 | 32.3085 | 32.3085 | 32.3085 | 32.3085 |
Max Trade Drawdown | -823270 | -214243 | -645552 | -1092469 | -44960 | -1369444 |
Profit Factor | 0.3665 | 0.7245 | 0.2306 | 0.8997 | 11.1302 | 0.1233 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 35 | 19 | 16 |
Losing Trades | 35 | 17 | 18 | 29 | 13 | 16 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 54.6875 | 59.375 | 50 |
Ratio Avg Win / Avg Loss | 0.4424 | 0.8211 | 0.2964 | 0.7455 | 7.6154 | 0.1233 |
Largest Winning Trade | 84418 | 84418 | 36034 | 509881 | 509881 | 77863 |
Largest Losing Trade | -645552 | -59926 | -645552 | -1074497 | -23204 | -1074497 |
Avg Bars in Trades | 49 | 62 | 36 | 49 | 62 | 36 |
Avg Bars in Winners | 35 | 40 | 30 | 54 | 78 | 26 |
Avg Bars in Losers | 60 | 82 | 41 | 43 | 39 | 46 |
Bars Traded | 3170 | 1999 | 1171 | 3170 | 1999 | 1171 |
Profit Streak | 8.4486 | 0 | 28.4486 | 0 | 48.4486 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -725706 | -582025 | -582232 | -723670 | 368645 | -580810 |
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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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