Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -547266.2865 | -5221.1776 | -542045.1089 | 1136884.6767 | 16299.0816 | 1120585.5951 |
Total P&L (%) | -547.2663 | -5.2212 | -542.0451 | 1136.8847 | 16.2991 | 1120.5856 |
Avg Daily Profit (%) | -0.6204 | -0.0059 | -0.6144 | 0.2855 | 0.0171 | 0.284 |
Buy And Hold Return (%) | 216.9048 | 216.9048 | 216.9048 | 216.9048 | 216.9048 | 216.9048 |
Max Trade Drawdown | -643990 | -10016 | -643314 | -1199408 | -72310 | -1213287 |
Profit Factor | 0.3402 | 0.8023 | 0.325 | 1.4495 | 1.1012 | 1.4731 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 15 | 20 | 33 | 16 | 17 |
Losing Trades | 26 | 16 | 10 | 28 | 15 | 13 |
Profitability (%) | 57.377 | 48.3871 | 66.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.2527 | 0.8558 | 0.1625 | 1.2298 | 1.0324 | 1.1265 |
Largest Winning Trade | 40532 | 4468 | 40532 | 2051492 | 62682 | 2051492 |
Largest Losing Trade | -399518 | -6312 | -399518 | -723170 | -33452 | -723170 |
Avg Bars in Trades | 84 | 1 | 170 | 84 | 1 | 170 |
Avg Bars in Winners | 76 | 1 | 133 | 80 | 1 | 154 |
Avg Bars in Losers | 94 | 1 | 244 | 89 | 1 | 191 |
Bars Traded | 5159 | 36 | 5123 | 5159 | 36 | 5123 |
Profit Streak | 0 | 0 | 63.7945 | 0 | 0 | 63.7945 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745821 | -580889 | -578105 | -156875 | -444479 | 361835 |
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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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