Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -210655.0226 | 79023.983 | -289679.0056 | 4186595.8562 | 812189.2327 | 3374406.6235 |
Total P&L (%) | -210.655 | 79.024 | -289.679 | 4186.5959 | 812.1892 | 3374.4066 |
Avg Daily Profit (%) | -0.1547 | 0.058 | -0.2127 | 0.2763 | 0.1625 | 0.2609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -582509 | -25502 | -574774 | -704729 | -437607 | -679331 |
Profit Factor | 0.7435 | 1.9932 | 0.6095 | 2.443 | 2.0303 | 2.597 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 17 | 20 | 39 | 21 | 18 |
Losing Trades | 30 | 17 | 13 | 28 | 13 | 15 |
Profitability (%) | 55.2239 | 50 | 60.6061 | 58.209 | 61.7647 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.6028 | 1.9932 | 0.3961 | 1.754 | 1.2569 | 2.1642 |
Largest Winning Trade | 65472 | 59240 | 65472 | 1449024 | 598481 | 1449024 |
Largest Losing Trade | -481341 | -14937 | -481341 | -537551 | -230573 | -537551 |
Avg Bars in Trades | 117 | 21 | 217 | 117 | 21 | 217 |
Avg Bars in Winners | 90 | 20 | 149 | 98 | 22 | 187 |
Avg Bars in Losers | 151 | 22 | 320 | 145 | 20 | 253 |
Bars Traded | 7898 | 731 | 7167 | 7898 | 731 | 7167 |
Profit Streak | 57.0939 | 112.4273 | 57.0939 | 57.0939 | 112.4273 | 57.0939 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699701 | -110034 | -578866 | -105191 | 489713 | 526893 |
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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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