Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -462890.0637 | 18654.9323 | -481544.9961 | 3336503.2348 | 1005585.764 | 2330917.4708 |
Total P&L (%) | -462.8901 | 18.6549 | -481.545 | 3336.5032 | 1005.5858 | 2330.9175 |
Avg Daily Profit (%) | -0.2534 | 0.0102 | -0.2636 | 0.1938 | 0.1316 | 0.1748 |
Buy And Hold Return (%) | 782.0856 | 782.0856 | 782.0856 | 782.0856 | 782.0856 | 782.0856 |
Max Trade Drawdown | -638239 | -62461 | -597907 | -923190 | -630029 | -1201728 |
Profit Factor | 0.4515 | 1.1802 | 0.3496 | 2.4681 | 2.1484 | 2.6684 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 20 | 20 | 34 | 18 | 16 |
Losing Trades | 25 | 13 | 12 | 31 | 15 | 16 |
Profitability (%) | 61.5385 | 60.6061 | 62.5 | 52.3077 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.2822 | 0.7671 | 0.2097 | 2.2503 | 1.7903 | 2.6684 |
Largest Winning Trade | 25596 | 24398 | 25596 | 1931468 | 539946 | 1931468 |
Largest Losing Trade | -429107 | -55543 | -429107 | -739183 | -480376 | -739183 |
Avg Bars in Trades | 68 | 35 | 101 | 68 | 35 | 101 |
Avg Bars in Winners | 44 | 26 | 61 | 63 | 38 | 91 |
Avg Bars in Losers | 106 | 49 | 168 | 73 | 32 | 111 |
Bars Traded | 4434 | 1185 | 3249 | 4434 | 1185 | 3249 |
Profit Streak | 172.6237 | 173.2903 | 172.6237 | 172.6237 | 173.2903 | 172.6237 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713927 | -366670 | -578607 | -123643 | -88158 | 372015 |
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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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