Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -530715.8578 | 36716.4311 | -567432.2889 | 716552.0308 | -315955.2255 | 1032507.2563 |
Total P&L (%) | -530.7159 | 36.7164 | -567.4323 | 716.552 | -315.9552 | 1032.5073 |
Avg Daily Profit (%) | -0.5965 | 0.0413 | -0.6378 | 0.2363 | 0 | 0.2732 |
Buy And Hold Return (%) | 375.6264 | 375.6264 | 375.6264 | 375.6264 | 375.6264 | 375.6264 |
Max Trade Drawdown | -596962 | -73438 | -595538 | -830884 | -597293 | -456069 |
Profit Factor | 0.3334 | 1.3405 | 0.1756 | 1.4494 | 0.6317 | 2.4014 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 53 | 27 | 26 | 31 | 16 | 15 |
Losing Trades | 16 | 7 | 9 | 38 | 18 | 20 |
Profitability (%) | 76.8116 | 79.4118 | 74.2857 | 44.9275 | 47.0588 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1007 | 0.3475 | 0.0608 | 1.7766 | 0.7107 | 3.2018 |
Largest Winning Trade | 18362 | 18362 | 12128 | 1504731 | 134423 | 1504731 |
Largest Losing Trade | -423348 | -45668 | -423348 | -597293 | -597293 | -244589 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 7 | 6 | 7 | 31 | 30 | 32 |
Avg Bars in Losers | 110 | 102 | 116 | 30 | 22 | 37 |
Bars Traded | 2138 | 894 | 1244 | 2138 | 894 | 1244 |
Profit Streak | 50.1947 | 90.5281 | 50.1947 | 50.1947 | 90.5281 | 50.1947 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681622 | -299373 | -576088 | -103619 | -580215 | 311998 |
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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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