Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -629542.6292 | -131887.1612 | -497655.468 | -100011.0668 | 976938.3333 | -1076949.4001 |
Total P&L (%) | -629.5426 | -131.8872 | -497.6555 | -100.0111 | 976.9383 | -1076.9494 |
Avg Daily Profit (%) | -0.4246 | -0.0889 | -0.3356 | 0 | 0.1604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -749352 | -248016 | -566207 | -1277689 | -290309 | -1356983 |
Profit Factor | 0.4854 | 0.6726 | 0.3936 | 0.9438 | 3.4949 | 0.2249 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 22 | 30 | 32 | 19 | 13 |
Losing Trades | 22 | 15 | 7 | 42 | 18 | 24 |
Profitability (%) | 70.2703 | 59.4595 | 81.0811 | 43.2432 | 51.3514 | 35.1351 |
Ratio Avg Win / Avg Loss | 0.2054 | 0.4586 | 0.0918 | 1.2388 | 3.311 | 0.4151 |
Largest Winning Trade | 29746 | 29746 | 23932 | 683060 | 683060 | 225969 |
Largest Losing Trade | -375613 | -74667 | -375613 | -696768 | -157270 | -696768 |
Avg Bars in Trades | 77 | 99 | 56 | 77 | 99 | 56 |
Avg Bars in Winners | 38 | 38 | 38 | 114 | 139 | 78 |
Avg Bars in Losers | 170 | 188 | 130 | 50 | 58 | 44 |
Bars Traded | 5767 | 3690 | 2077 | 5767 | 3690 | 2077 |
Profit Streak | 67.812 | 92.562 | 67.812 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645110 | -578144 | -575397 | -650516 | 524346 | -586553 |
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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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