Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -349983.723 | 58182.4341 | -408166.1571 | 868802.2417 | -363285.7886 | 1232088.0303 |
Total P&L (%) | -349.9837 | 58.1824 | -408.1662 | 868.8022 | -363.2858 | 1232.088 |
Avg Daily Profit (%) | -0.1944 | 0.0323 | -0.2268 | 0.1262 | 0 | 0.144 |
Buy And Hold Return (%) | 100.5772 | 100.5772 | 100.5772 | 100.5772 | 100.5772 | 100.5772 |
Max Trade Drawdown | -596977 | -117400 | -581427 | -754176 | -754176 | -287933 |
Profit Factor | 0.5756 | 1.2568 | 0.3174 | 1.4887 | 0.7367 | 4.0945 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 51 | 26 | 25 | 47 | 22 | 25 |
Losing Trades | 13 | 6 | 7 | 17 | 10 | 7 |
Profitability (%) | 79.6875 | 81.25 | 78.125 | 73.4375 | 68.75 | 78.125 |
Ratio Avg Win / Avg Loss | 0.1467 | 0.29 | 0.0889 | 0.5385 | 0.3349 | 1.1464 |
Largest Winning Trade | 32158 | 32158 | 16064 | 774870 | 192357 | 774870 |
Largest Losing Trade | -318356 | -70609 | -318356 | -754176 | -754176 | -272290 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 27 | 21 | 33 | 33 | 20 | 45 |
Avg Bars in Losers | 144 | 171 | 121 | 100 | 116 | 78 |
Bars Traded | 3283 | 1601 | 1682 | 3283 | 1601 | 1682 |
Profit Streak | 0 | 142.0103 | 0 | 0 | 142.0103 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720429 | -312003 | -577164 | -164961 | -577028 | 330611 |
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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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