Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1068462.1745 | -150692.2625 | -917769.912 | -30346.7247 | 1858552.7931 | -1888899.5178 |
Total P&L (%) | -1068.4622 | -150.6923 | -917.7699 | -30.3467 | 1858.5528 | -1888.8995 |
Avg Daily Profit (%) | -0.5733 | -0.0809 | -0.4924 | -0.0194 | 0.1597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1103143 | -219686 | -935510 | -2070222 | -439562 | -2659042 |
Profit Factor | 0.2711 | 0.5059 | 0.2094 | 0.9924 | 2.6253 | 0.3422 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 23 | 28 | 37 | 21 | 16 |
Losing Trades | 30 | 17 | 13 | 44 | 19 | 25 |
Profitability (%) | 62.963 | 57.5 | 68.2927 | 45.679 | 52.5 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.1595 | 0.3739 | 0.0972 | 1.1802 | 2.3752 | 0.5347 |
Largest Winning Trade | 27490 | 27490 | 22997 | 822805 | 822805 | 479748 |
Largest Losing Trade | -918769 | -48767 | -918769 | -754871 | -261728 | -754871 |
Avg Bars in Trades | 88 | 104 | 72 | 88 | 104 | 72 |
Avg Bars in Winners | 24 | 24 | 23 | 113 | 132 | 87 |
Avg Bars in Losers | 198 | 213 | 178 | 67 | 74 | 63 |
Bars Traded | 7171 | 4190 | 2981 | 7171 | 4190 | 2981 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595097 | -579777 | -578370 | -597069 | 469899 | -585010 |
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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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