Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -905534.5398 | 51809.9207 | -957344.4605 | 11539.5865 | -3508160.0694 | 3519699.6559 |
Total P&L (%) | -905.5345 | 51.8099 | -957.3445 | 11.5396 | -3508.1601 | 3519.6997 |
Avg Daily Profit (%) | -0.4849 | 0.0277 | -0.5126 | 0.0058 | 0 | 0.1924 |
Buy And Hold Return (%) | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 |
Max Trade Drawdown | -1139002 | -175973 | -988999 | -4005525 | -4119508 | -1441651 |
Profit Factor | 0.3777 | 1.1817 | 0.1817 | 1.0013 | 0.3269 | 2.0414 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 15 | 22 | 39 | 15 | 24 |
Losing Trades | 28 | 18 | 10 | 26 | 18 | 8 |
Profitability (%) | 56.9231 | 45.4545 | 68.75 | 60 | 45.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.2858 | 1.418 | 0.0826 | 0.6676 | 0.3923 | 0.6805 |
Largest Winning Trade | 174258 | 174258 | 26295 | 3770850 | 268978 | 3770850 |
Largest Losing Trade | -570608 | -60407 | -570608 | -2471632 | -2471632 | -1377442 |
Avg Bars in Trades | 55 | 68 | 42 | 55 | 68 | 42 |
Avg Bars in Winners | 36 | 53 | 24 | 42 | 61 | 29 |
Avg Bars in Losers | 81 | 81 | 82 | 76 | 74 | 80 |
Bars Traded | 3633 | 2267 | 1366 | 3633 | 2267 | 1366 |
Profit Streak | 148.7726 | 148.7726 | 271.7726 | 148.7726 | 148.7726 | 271.7726 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714498 | -343122 | -577029 | -704824 | -581607 | 482352 |
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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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