Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -14481.6189 | 362278.9661 | -376760.585 | -154831.4002 | 164182.9907 | -319014.3908 |
Total P&L (%) | -14.4816 | 362.279 | -376.7606 | -154.8314 | 164.183 | -319.0144 |
Avg Daily Profit (%) | -0.0063 | 0.1567 | -0.163 | 0 | 0.042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -562911 | -225128 | -564510 | -693595 | -285873 | -484824 |
Profit Factor | 0.9861 | 1.9815 | 0.4429 | 0.895 | 1.3046 | 0.659 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 33 | 18 | 15 |
Losing Trades | 32 | 16 | 16 | 30 | 13 | 17 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 52.381 | 58.0645 | 46.875 |
Ratio Avg Win / Avg Loss | 1.018 | 2.1136 | 0.4429 | 0.8136 | 0.9422 | 0.7469 |
Largest Winning Trade | 202509 | 202509 | 53854 | 380169 | 195106 | 380169 |
Largest Losing Trade | -235515 | -57538 | -235515 | -434214 | -186831 | -434214 |
Avg Bars in Trades | 94 | 131 | 59 | 94 | 131 | 59 |
Avg Bars in Winners | 82 | 97 | 68 | 108 | 161 | 45 |
Avg Bars in Losers | 107 | 162 | 51 | 79 | 90 | 72 |
Bars Traded | 5984 | 4071 | 1912 | 5984 | 4071 | 1912 |
Profit Streak | 0 | 115.0202 | 0 | 47.6868 | 0 | 94.3535 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730419 | 392821 | -580810 | -730908 | -137318 | -581466 |
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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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