Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -570415.9986 | -129847.5908 | -440568.4077 | -98596.0743 | 759925.7717 | -858521.846 |
Total P&L (%) | -570.416 | -129.8476 | -440.5684 | -98.5961 | 759.9258 | -858.5218 |
Avg Daily Profit (%) | -0.3872 | -0.0882 | -0.2991 | -0.2892 | 0.1462 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -722422 | -239151 | -516994 | -1054022 | -239844 | -1047135 |
Profit Factor | 0.4593 | 0.6268 | 0.3769 | 0.9408 | 2.5824 | 0.2765 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 30 | 35 | 51 | 27 | 24 |
Losing Trades | 23 | 14 | 9 | 37 | 17 | 20 |
Profitability (%) | 73.8636 | 68.1818 | 79.5455 | 57.9545 | 61.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.1625 | 0.2925 | 0.0969 | 0.6826 | 1.6259 | 0.2304 |
Largest Winning Trade | 40853 | 21368 | 40853 | 670993 | 670993 | 154115 |
Largest Losing Trade | -379081 | -72763 | -379081 | -478315 | -94162 | -478315 |
Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
Avg Bars in Winners | 10 | 10 | 10 | 32 | 40 | 24 |
Avg Bars in Losers | 95 | 111 | 69 | 32 | 44 | 21 |
Bars Traded | 2866 | 1864 | 1001 | 2866 | 1864 | 1001 |
Profit Streak | 47.681 | 79.681 | 47.681 | 47.681 | 79.681 | 47.681 |
Trades During Streak | 16 | 9 | 8 | 16 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575380 | -576740 | -574984 | -577720 | 381454 | -578225 |
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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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