Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -245671.758 | 240389.5805 | -486061.3386 | 2215354.1686 | 2374384.2833 | -159030.1148 |
Total P&L (%) | -245.6718 | 240.3896 | -486.0613 | 2215.3542 | 2374.3843 | -159.0301 |
Avg Daily Profit (%) | -0.1134 | 0.111 | -0.2244 | 0.1452 | 0.1482 | 0 |
Buy And Hold Return (%) | 501.0526 | 501.0526 | 501.0526 | 501.0526 | 501.0526 | 501.0526 |
Max Trade Drawdown | -584973 | -77064 | -632332 | -5660889 | -2120444 | -3545746 |
Profit Factor | 0.6892 | 3.8403 | 0.3113 | 1.3574 | 1.964 | 0.9574 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 53 | 27 | 26 | 39 | 18 | 21 |
Losing Trades | 12 | 5 | 7 | 26 | 14 | 12 |
Profitability (%) | 81.5385 | 84.375 | 78.7879 | 60 | 56.25 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.156 | 0.7112 | 0.0838 | 0.905 | 1.5276 | 0.5471 |
Largest Winning Trade | 52837 | 52837 | 43830 | 3651801 | 3651801 | 1257412 |
Largest Losing Trade | -422599 | -77064 | -422599 | -2360477 | -687609 | -2360477 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 14 | 15 | 14 | 58 | 68 | 50 |
Avg Bars in Losers | 230 | 241 | 222 | 48 | 28 | 72 |
Bars Traded | 3560 | 1630 | 1930 | 3560 | 1630 | 1930 |
Profit Streak | 345.3199 | 345.3199 | 502.3199 | 345.3199 | 345.3199 | 811.8199 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711276 | -200794 | -575612 | -135146 | 344722 | -577578 |
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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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