Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -336119.2005 | -23751.6557 | -312367.5448 | -764119.7579 | 119013.4868 | -883133.2447 |
Total P&L (%) | -336.1192 | -23.7517 | -312.3675 | -764.1198 | 119.0135 | -883.1332 |
Avg Daily Profit (%) | -0.6454 | -0.0456 | -0.5998 | 0 | 0.1506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -439858 | -25903 | -435218 | -1099023 | -7515 | -1214018 |
Profit Factor | 0.4182 | 0.1921 | 0.4303 | 0.5189 | 5.0153 | 0.4334 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 10 | 19 | 36 | 18 | 18 |
Losing Trades | 42 | 26 | 16 | 35 | 18 | 17 |
Profitability (%) | 40.8451 | 27.7778 | 54.2857 | 50.7042 | 50 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.6056 | 0.4994 | 0.3623 | 0.5045 | 5.0153 | 0.4093 |
Largest Winning Trade | 45968 | 1155 | 45968 | 213001 | 24511 | 213001 |
Largest Losing Trade | -435218 | -4640 | -435218 | -685745 | -6908 | -685745 |
Avg Bars in Trades | 328 | 2 | 665 | 328 | 2 | 665 |
Avg Bars in Winners | 476 | 1 | 726 | 273 | 2 | 543 |
Avg Bars in Losers | 227 | 2 | 592 | 386 | 1 | 793 |
Bars Traded | 23355 | 80 | 23275 | 23355 | 80 | 23275 |
Profit Streak | 34.6943 | 34.6943 | 34.8402 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674681 | -597095 | -579808 | -672533 | 529639 | -581171 |
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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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