Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -214185.6872 | -17864.6407 | -196321.0465 | 513316.8239 | -207837.2653 | 721154.0892 |
Total P&L (%) | -214.1857 | -17.8646 | -196.321 | 513.3168 | -207.8373 | 721.1541 |
Avg Daily Profit (%) | -0.1562 | -0.013 | -0.1431 | 0.1323 | 0 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -453886 | -56970 | -449647 | -303404 | -342654 | -274946 |
Profit Factor | 0.6987 | 0.9071 | 0.6214 | 1.475 | 0.7001 | 2.8594 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 66 | 27 | 39 | 58 | 24 | 34 |
Losing Trades | 21 | 16 | 5 | 29 | 19 | 10 |
Profitability (%) | 75.8621 | 62.7907 | 88.6364 | 66.6667 | 55.814 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.2223 | 0.5375 | 0.0797 | 0.7375 | 0.5542 | 0.841 |
Largest Winning Trade | 25706 | 19901 | 25706 | 254826 | 57194 | 254826 |
Largest Losing Trade | -375773 | -40605 | -375773 | -303404 | -303404 | -251159 |
Avg Bars in Trades | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Winners | 29 | 21 | 33 | 37 | 24 | 46 |
Avg Bars in Losers | 157 | 100 | 342 | 105 | 85 | 144 |
Bars Traded | 5231 | 2196 | 3035 | 5231 | 2196 | 3035 |
Profit Streak | 0 | 101.5324 | 0 | 0 | 101.5324 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576915 | -578508 | -575991 | -13792 | -579412 | 500982 |
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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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