Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -686367.5114 | -18072.6427 | -668294.8687 | 522448.2495 | -1265132.2046 | 1787580.4542 |
Total P&L (%) | -686.3675 | -18.0726 | -668.2949 | 522.4483 | -1265.1322 | 1787.5805 |
Avg Daily Profit (%) | -0.3523 | -0.0093 | -0.343 | 0.0939 | 0 | 0.1509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -783423 | -118973 | -797135 | -1709348 | -1361953 | -926898 |
Profit Factor | 0.4881 | 0.9404 | 0.356 | 1.0943 | 0.6113 | 1.782 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 18 | 16 | 30 | 15 | 15 |
Losing Trades | 34 | 16 | 18 | 38 | 19 | 19 |
Profitability (%) | 50 | 52.9412 | 47.0588 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.4881 | 0.8359 | 0.4005 | 1.3861 | 0.7743 | 2.2572 |
Largest Winning Trade | 48068 | 46914 | 48068 | 1369762 | 498340 | 1369762 |
Largest Losing Trade | -626670 | -35876 | -626670 | -696782 | -696782 | -468929 |
Avg Bars in Trades | 81 | 43 | 120 | 81 | 43 | 120 |
Avg Bars in Winners | 104 | 35 | 182 | 105 | 34 | 176 |
Avg Bars in Losers | 59 | 53 | 64 | 63 | 50 | 75 |
Bars Traded | 5562 | 1478 | 4084 | 5562 | 1478 | 4084 |
Profit Streak | 0 | 0 | 42.4844 | 0 | 0 | 42.4844 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -694277 | -580413 | -581387 | -300064 | -583082 | 332792 |
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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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