Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1048635.2229 | -85185.4059 | -963449.817 | -77846.8933 | 1657941.8587 | -1735788.752 |
Total P&L (%) | -1048.6352 | -85.1854 | -963.4498 | -77.8469 | 1657.9419 | -1735.7888 |
Avg Daily Profit (%) | -0.5659 | -0.046 | -0.5199 | -0.0813 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252950 | -189375 | -111262 | -2045004 | -1167537 | -1043434 |
Profit Factor | 0.3403 | 0.7582 | 0.2214 | 0.9835 | 1.8454 | 0.3729 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 22 | 25 | 37 | 19 | 18 |
Losing Trades | 24 | 13 | 11 | 34 | 16 | 18 |
Profitability (%) | 66.1972 | 62.8571 | 69.4444 | 52.1127 | 54.2857 | 50 |
Ratio Avg Win / Avg Loss | 0.1738 | 0.448 | 0.0974 | 0.9038 | 1.554 | 0.3729 |
Largest Winning Trade | 43964 | 43823 | 43964 | 1302517 | 1302517 | 558515 |
Largest Losing Trade | -983110 | -60405 | -983110 | -983110 | -827880 | -983110 |
Avg Bars in Trades | 75 | 88 | 61 | 75 | 88 | 61 |
Avg Bars in Winners | 29 | 25 | 32 | 83 | 104 | 60 |
Avg Bars in Losers | 164 | 195 | 128 | 66 | 70 | 62 |
Bars Traded | 5332 | 3105 | 2227 | 5332 | 3105 | 2227 |
Profit Streak | 25.9685 | 54.6352 | 25.9685 | 25.9685 | 54.6352 | 25.9685 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668658 | -578137 | -577717 | -670484 | 456584 | -580238 |
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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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