Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -672918.6817 | 4558.257 | -677476.9387 | -97706.1331 | 1674689.5054 | -1772395.6386 |
Total P&L (%) | -672.9187 | 4.5583 | -677.4769 | -97.7061 | 1674.6895 | -1772.3956 |
Avg Daily Profit (%) | -0.3475 | 0.0024 | -0.3498 | -0.1947 | 0.1486 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -934446 | -206966 | -754309 | -2175933 | -77552 | -3325274 |
Profit Factor | 0.5292 | 1.0131 | 0.3732 | 0.9737 | 7.2755 | 0.4865 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 16 | 22 | 36 | 19 | 17 |
Losing Trades | 34 | 20 | 14 | 36 | 17 | 19 |
Profitability (%) | 52.7778 | 44.4444 | 61.1111 | 50 | 52.7778 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.4735 | 1.2664 | 0.2375 | 0.9737 | 6.5096 | 0.5437 |
Largest Winning Trade | 94089 | 94089 | 55480 | 1497935 | 565152 | 1497935 |
Largest Losing Trade | -694366 | -38779 | -694366 | -2044148 | -77552 | -2044148 |
Avg Bars in Trades | 76 | 58 | 94 | 76 | 58 | 94 |
Avg Bars in Winners | 67 | 42 | 86 | 62 | 53 | 73 |
Avg Bars in Losers | 86 | 71 | 108 | 90 | 65 | 113 |
Bars Traded | 5528 | 2121 | 3407 | 5528 | 2121 | 3407 |
Profit Streak | 58.4348 | 103.7681 | 58.4348 | 58.4348 | 103.7681 | 58.4348 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662939 | -563181 | -578779 | -663576 | 548024 | -581299 |
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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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