Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -979224.3525 | 39632.492 | -1018856.8445 | 984613.013 | -2795114.6652 | 3779727.6782 |
Total P&L (%) | -979.2244 | 39.6325 | -1018.8568 | 984.613 | -2795.1147 | 3779.7277 |
Avg Daily Profit (%) | -0.4147 | 0.0168 | -0.4315 | 0.101 | 0 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1146027 | -135972 | -1182864 | -3434369 | -4066707 | -384863 |
Profit Factor | 0.3962 | 1.1278 | 0.2232 | 1.1407 | 0.5346 | 4.8102 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 13 | 21 | 32 | 12 | 20 |
Losing Trades | 31 | 19 | 12 | 33 | 20 | 13 |
Profitability (%) | 52.3077 | 40.625 | 63.6364 | 49.2308 | 37.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.3613 | 1.6483 | 0.1275 | 1.1763 | 0.8911 | 3.1267 |
Largest Winning Trade | 96980 | 96980 | 40412 | 1396973 | 1328551 | 1396973 |
Largest Losing Trade | -1076839 | -54149 | -1076839 | -2128430 | -2128430 | -256853 |
Avg Bars in Trades | 104 | 122 | 86 | 104 | 122 | 86 |
Avg Bars in Winners | 68 | 57 | 75 | 90 | 72 | 101 |
Avg Bars in Losers | 142 | 166 | 105 | 117 | 151 | 63 |
Bars Traded | 6762 | 3906 | 2856 | 6762 | 3906 | 2856 |
Profit Streak | 54.4571 | 126.7904 | 54.4571 | 54.4571 | 126.7904 | 54.4571 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715494 | -253898 | -578472 | -258800 | -584320 | 619980 |
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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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