Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380195.3194 | -11182.1313 | -1369013.1881 | 164901.9135 | 1815981.4517 | -1651079.5382 |
Total P&L (%) | -1380.1953 | -11.1821 | -1369.0132 | 164.9019 | 1815.9815 | -1651.0795 |
Avg Daily Profit (%) | -0.7438 | -0.006 | -0.7378 | 0.0525 | 0.1593 | 0 |
Buy And Hold Return (%) | 156.246 | 156.246 | 156.246 | 156.246 | 156.246 | 156.246 |
Max Trade Drawdown | -389717 | -149747 | -286041 | -2830243 | -1264254 | -1769451 |
Profit Factor | 0.2731 | 0.9636 | 0.1399 | 1.024 | 1.5902 | 0.566 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 23 | 28 | 49 | 25 | 24 |
Losing Trades | 28 | 16 | 12 | 30 | 14 | 16 |
Profitability (%) | 64.557 | 58.9744 | 70 | 62.0253 | 64.1026 | 60 |
Ratio Avg Win / Avg Loss | 0.15 | 0.6703 | 0.06 | 0.6269 | 0.8905 | 0.3773 |
Largest Winning Trade | 69657 | 69657 | 40399 | 1921936 | 1921936 | 574922 |
Largest Losing Trade | -1241436 | -75398 | -1241436 | -1241436 | -889269 | -1241436 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 17 | 17 | 16 | 43 | 49 | 36 |
Avg Bars in Losers | 94 | 88 | 101 | 46 | 41 | 50 |
Bars Traded | 3502 | 1819 | 1683 | 3502 | 1819 | 1683 |
Profit Streak | 39.398 | 0 | 191.898 | 39.398 | 0 | 191.898 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609343 | -579594 | -576692 | -496053 | 350248 | -577988 |
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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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