Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -492383.1265 | -3969.2593 | -488413.8672 | 606464.9945 | -48088.8151 | 654553.8096 |
Total P&L (%) | -492.3831 | -3.9693 | -488.4139 | 606.465 | -48.0888 | 654.5538 |
Avg Daily Profit (%) | -0.4727 | -0.0038 | -0.4689 | 0.1879 | -0.0629 | 0.1942 |
Buy And Hold Return (%) | 150.4032 | 150.4032 | 150.4032 | 150.4032 | 150.4032 | 150.4032 |
Max Trade Drawdown | -612040 | -35906 | -597158 | -284383 | -187391 | -253973 |
Profit Factor | 0.437 | 0.9572 | 0.3752 | 1.5615 | 0.8632 | 1.8984 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 82 | 42 | 40 | 66 | 34 | 32 |
Losing Trades | 49 | 24 | 25 | 65 | 32 | 33 |
Profitability (%) | 62.5954 | 63.6364 | 61.5385 | 50.3817 | 51.5152 | 49.2308 |
Ratio Avg Win / Avg Loss | 0.2611 | 0.547 | 0.2345 | 1.5378 | 0.8124 | 1.9578 |
Largest Winning Trade | 37915 | 8394 | 37915 | 470068 | 40959 | 470068 |
Largest Losing Trade | -402460 | -17631 | -402460 | -230808 | -95060 | -230808 |
Avg Bars in Trades | 186 | 22 | 352 | 186 | 22 | 352 |
Avg Bars in Winners | 99 | 16 | 185 | 180 | 23 | 346 |
Avg Bars in Losers | 331 | 32 | 618 | 192 | 21 | 357 |
Bars Traded | 24391 | 1485 | 22906 | 24391 | 1485 | 22906 |
Profit Streak | 7.7956 | 7.7956 | 61.7123 | 7.7956 | 7.7956 | 61.7123 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577662 | -702236 | -709458 | 362373 | -703807 | -120792 |
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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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