Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1120101.6342 | -121810.6586 | -998290.9756 | -254444.486 | 2040935.153 | -2295379.639 |
Total P&L (%) | -1120.1016 | -121.8107 | -998.291 | -254.4445 | 2040.9352 | -2295.3796 |
Avg Daily Profit (%) | -0.6249 | -0.068 | -0.5569 | 0 | 0.1711 | 0 |
Buy And Hold Return (%) | 128.578 | 128.578 | 128.578 | 128.578 | 128.578 | 128.578 |
Max Trade Drawdown | -1217223 | -205326 | -41214 | -1893878 | -219522 | -587571 |
Profit Factor | 0.2505 | 0.6195 | 0.1499 | 0.9209 | 5.334 | 0.1642 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 16 | 22 | 36 | 22 | 14 |
Losing Trades | 36 | 21 | 15 | 38 | 15 | 23 |
Profitability (%) | 51.3514 | 43.2432 | 59.4595 | 48.6486 | 59.4595 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.2373 | 0.8131 | 0.1022 | 0.9721 | 3.6368 | 0.2697 |
Largest Winning Trade | 77172 | 77172 | 26815 | 804935 | 804935 | 157716 |
Largest Losing Trade | -1068947 | -59883 | -1068947 | -1893878 | -68409 | -1893878 |
Avg Bars in Trades | 42 | 55 | 30 | 42 | 55 | 30 |
Avg Bars in Winners | 26 | 36 | 20 | 53 | 70 | 25 |
Avg Bars in Losers | 59 | 69 | 45 | 33 | 33 | 33 |
Bars Traded | 3175 | 2051 | 1124 | 3175 | 2051 | 1124 |
Profit Streak | 20.072 | 0 | 31.572 | 0 | 51.572 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648825 | -583400 | -579005 | -650081 | 665077 | -585502 |
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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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