Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -932068.153 | -28587.478 | -903480.675 | -57956.1461 | 2448105.1708 | -2506061.3169 |
Total P&L (%) | -932.0682 | -28.5875 | -903.4807 | -57.9561 | 2448.1052 | -2506.0613 |
Avg Daily Profit (%) | -0.497 | -0.0152 | -0.4817 | -0.0462 | 0.1728 | 0 |
Buy And Hold Return (%) | 246.9722 | 246.9722 | 246.9722 | 246.9722 | 246.9722 | 246.9722 |
Max Trade Drawdown | -698371 | -127394 | -639598 | -4467586 | -861467 | -5544419 |
Profit Factor | 0.421 | 0.9046 | 0.3104 | 0.993 | 2.36 | 0.615 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 21 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 18 | 18 |
Profitability (%) | 53.8462 | 51.2821 | 56.4103 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.3609 | 0.8593 | 0.2399 | 0.8512 | 2.0228 | 0.5272 |
Largest Winning Trade | 42395 | 41540 | 42395 | 1671368 | 1169274 | 1671368 |
Largest Losing Trade | -441411 | -34645 | -441411 | -2951292 | -861467 | -2951292 |
Avg Bars in Trades | 89 | 52 | 126 | 89 | 52 | 126 |
Avg Bars in Winners | 75 | 44 | 103 | 92 | 74 | 111 |
Avg Bars in Losers | 105 | 61 | 155 | 85 | 28 | 143 |
Bars Traded | 6986 | 2064 | 4922 | 6986 | 2064 | 4922 |
Profit Streak | 0 | 0 | 67.8887 | 0 | 0 | 67.8887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -619056 | -580591 | -579367 | -619056 | 461494 | -579700 |
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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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