Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -377114.8612 | 24257.0158 | -401371.877 | 1209368.2722 | -82044.879 | 1291413.1513 |
Total P&L (%) | -377.1149 | 24.257 | -401.3719 | 1209.3683 | -82.0449 | 1291.4132 |
Avg Daily Profit (%) | -0.2087 | 0.0134 | -0.2221 | 0.1424 | -0.095 | 0.1458 |
Buy And Hold Return (%) | 189.1594 | 189.1594 | 189.1594 | 189.1594 | 189.1594 | 189.1594 |
Max Trade Drawdown | -584680 | -108574 | -596560 | -654004 | -651132 | -186770 |
Profit Factor | 0.5479 | 1.1196 | 0.3642 | 1.9501 | 0.9221 | 6.8726 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 55 | 26 | 29 | 53 | 25 | 28 |
Losing Trades | 13 | 8 | 5 | 15 | 9 | 6 |
Profitability (%) | 80.8824 | 76.4706 | 85.2941 | 77.9412 | 73.5294 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.1295 | 0.3445 | 0.0628 | 0.5519 | 0.3319 | 1.4727 |
Largest Winning Trade | 33010 | 33010 | 21497 | 577199 | 193685 | 577199 |
Largest Losing Trade | -362100 | -65419 | -362100 | -651132 | -651132 | -172349 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 24 | 13 | 33 | 25 | 10 | 39 |
Avg Bars in Losers | 146 | 147 | 146 | 125 | 143 | 97 |
Bars Traded | 3237 | 1541 | 1696 | 3237 | 1541 | 1696 |
Profit Streak | 145.7712 | 145.7712 | 266.2712 | 145.7712 | 145.7712 | 266.2712 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688827 | -426577 | -575018 | -110344 | -576393 | 532865 |
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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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