Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -619992.7978 | -53570.8993 | -566421.8985 | 1952776.2805 | -1187613.4214 | 3140389.7019 |
Total P&L (%) | -619.9928 | -53.5709 | -566.4219 | 1952.7763 | -1187.6134 | 3140.3897 |
Avg Daily Profit (%) | -0.2861 | -0.0247 | -0.2613 | 0.1395 | 0 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -806766 | -83162 | -779485 | -1196230 | -1885791 | -967902 |
Profit Factor | 0.4345 | 0.6533 | 0.3986 | 1.3476 | 0.5224 | 2.0028 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 44 | 20 | 24 | 42 | 19 | 23 |
Losing Trades | 21 | 13 | 8 | 23 | 14 | 9 |
Profitability (%) | 67.6923 | 60.6061 | 75 | 64.6154 | 57.5758 | 71.875 |
Ratio Avg Win / Avg Loss | 0.2074 | 0.4246 | 0.1329 | 0.738 | 0.3849 | 0.7837 |
Largest Winning Trade | 40814 | 26247 | 40814 | 1726490 | 321707 | 1726490 |
Largest Losing Trade | -640009 | -26197 | -640009 | -894934 | -559248 | -894934 |
Avg Bars in Trades | 97 | 5 | 192 | 97 | 5 | 192 |
Avg Bars in Winners | 67 | 3 | 120 | 71 | 4 | 126 |
Avg Bars in Losers | 161 | 9 | 409 | 145 | 8 | 359 |
Bars Traded | 6355 | 196 | 6159 | 6355 | 196 | 6159 |
Profit Streak | 0 | 0 | 217.0532 | 0 | 0 | 217.0532 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714484 | -579150 | -576594 | -141758 | -579542 | 450246 |
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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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