Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1273692.7321 | 60645.8902 | -1334338.6223 | 889761.385 | -5460760.9339 | 6350522.3189 |
Total P&L (%) | -1273.6927 | 60.6459 | -1334.3386 | 889.7614 | -5460.7609 | 6350.5223 |
Avg Daily Profit (%) | -0.5621 | 0.0268 | -0.5889 | 0.1012 | 0 | 0.1841 |
Buy And Hold Return (%) | 495.3782 | 495.3782 | 495.3782 | 495.3782 | 495.3782 | 495.3782 |
Max Trade Drawdown | -1413624 | -104789 | -1448788 | -8561812 | -6160902 | -2763996 |
Profit Factor | 0.3178 | 1.2119 | 0.156 | 1.0643 | 0.449 | 2.6172 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 14 | 20 | 40 | 17 | 23 |
Losing Trades | 31 | 18 | 13 | 25 | 15 | 10 |
Profitability (%) | 52.3077 | 43.75 | 60.6061 | 61.5385 | 53.125 | 69.697 |
Ratio Avg Win / Avg Loss | 0.2898 | 1.5582 | 0.1014 | 0.6652 | 0.3962 | 1.1379 |
Largest Winning Trade | 88293 | 88293 | 29595 | 4576501 | 2020397 | 4576501 |
Largest Losing Trade | -1170688 | -52555 | -1170688 | -4746549 | -4746549 | -1468536 |
Avg Bars in Trades | 130 | 137 | 122 | 130 | 137 | 122 |
Avg Bars in Winners | 77 | 87 | 71 | 80 | 65 | 92 |
Avg Bars in Losers | 187 | 176 | 202 | 208 | 219 | 192 |
Bars Traded | 8460 | 4410 | 4050 | 8460 | 4410 | 4050 |
Profit Streak | 163.723 | 163.723 | 270.223 | 163.723 | 163.723 | 270.223 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715067 | -323739 | -578077 | -350243 | -579439 | 563775 |
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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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