Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1073593.5401 | 100771.3932 | -1174364.9333 | 8381003.7064 | 1341768.8663 | 7039234.8401 |
Total P&L (%) | -1073.5935 | 100.7714 | -1174.3649 | 8381.0037 | 1341.7689 | 7039.2348 |
Avg Daily Profit (%) | -0.5871 | 0.0551 | -0.6423 | 0.2431 | 0.146 | 0.2337 |
Buy And Hold Return (%) | 692.8011 | 692.8011 | 692.8011 | 692.8011 | 692.8011 | 692.8011 |
Max Trade Drawdown | -1245995 | -83136 | -1241487 | -3789102 | -2777966 | -3977009 |
Profit Factor | 0.3394 | 1.5244 | 0.1805 | 1.6325 | 1.2115 | 2.019 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 16 | 21 | 31 | 15 | 16 |
Losing Trades | 26 | 16 | 10 | 32 | 17 | 15 |
Profitability (%) | 58.7302 | 50 | 67.7419 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2385 | 1.5244 | 0.086 | 1.6851 | 1.3731 | 1.8929 |
Largest Winning Trade | 78127 | 78127 | 44348 | 8879158 | 2163921 | 8879158 |
Largest Losing Trade | -1044349 | -59505 | -1044349 | -1593690 | -1248851 | -1593690 |
Avg Bars in Trades | 52 | 27 | 78 | 52 | 27 | 78 |
Avg Bars in Winners | 45 | 24 | 62 | 48 | 25 | 71 |
Avg Bars in Losers | 61 | 29 | 112 | 55 | 28 | 86 |
Bars Traded | 3296 | 867 | 2429 | 3296 | 867 | 2429 |
Profit Streak | 177.062 | 177.062 | 338.562 | 177.062 | 177.062 | 338.562 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729207 | -280933 | -577093 | -138372 | -5047 | 495228 |
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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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