Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -521886.796 | 32626.4407 | -554513.2366 | 3163253.1865 | -889761.5402 | 4053014.7267 |
Total P&L (%) | -521.8868 | 32.6264 | -554.5132 | 3163.2532 | -889.7615 | 4053.0147 |
Avg Daily Profit (%) | -0.2776 | 0.0174 | -0.295 | 0.1856 | 0 | 0.1984 |
Buy And Hold Return (%) | 301.4298 | 301.4298 | 301.4298 | 301.4298 | 301.4298 | 301.4298 |
Max Trade Drawdown | -559116 | -44953 | -585299 | -1695333 | -1954840 | -1553889 |
Profit Factor | 0.4284 | 1.2449 | 0.2889 | 1.6214 | 0.6935 | 2.8527 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 20 | 21 | 31 | 15 | 16 |
Losing Trades | 24 | 13 | 11 | 34 | 18 | 16 |
Profitability (%) | 63.0769 | 60.6061 | 65.625 | 47.6923 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 0.2507 | 0.8092 | 0.1513 | 1.7783 | 0.8322 | 2.8527 |
Largest Winning Trade | 38382 | 38382 | 33372 | 4886413 | 400722 | 4886413 |
Largest Losing Trade | -417342 | -31425 | -417342 | -1217722 | -1217722 | -435274 |
Avg Bars in Trades | 54 | 24 | 86 | 54 | 24 | 86 |
Avg Bars in Winners | 37 | 17 | 57 | 61 | 24 | 95 |
Avg Bars in Losers | 84 | 36 | 141 | 49 | 25 | 76 |
Bars Traded | 3573 | 820 | 2753 | 3573 | 820 | 2753 |
Profit Streak | 161.0365 | 334.5365 | 161.0365 | 161.0365 | 334.5365 | 161.0365 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713671 | -334372 | -577819 | -124501 | -580928 | 518515 |
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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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