Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -511566.1749 | 26914.4412 | -538480.6161 | 1293249.0022 | 111213.2603 | 1182035.7419 |
Total P&L (%) | -511.5662 | 26.9144 | -538.4806 | 1293.249 | 111.2133 | 1182.0357 |
Avg Daily Profit (%) | -0.5845 | 0.0308 | -0.6153 | 0.3014 | 0.0855 | 0.2919 |
Buy And Hold Return (%) | 186.3202 | 186.3202 | 186.3202 | 186.3202 | 186.3202 | 186.3202 |
Max Trade Drawdown | -643093 | -63158 | -630029 | -873064 | -773915 | -943064 |
Profit Factor | 0.4558 | 1.1613 | 0.3036 | 1.403 | 1.1044 | 1.5514 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 17 | 21 | 36 | 17 | 19 |
Losing Trades | 27 | 16 | 11 | 29 | 16 | 13 |
Profitability (%) | 58.4615 | 51.5152 | 65.625 | 55.3846 | 51.5152 | 59.375 |
Ratio Avg Win / Avg Loss | 0.3239 | 1.093 | 0.159 | 1.1302 | 1.0394 | 1.0615 |
Largest Winning Trade | 38679 | 38679 | 24036 | 2035250 | 206897 | 2035250 |
Largest Losing Trade | -384412 | -31607 | -384412 | -873064 | -269122 | -873064 |
Avg Bars in Trades | 154 | 78 | 232 | 154 | 78 | 232 |
Avg Bars in Winners | 100 | 76 | 120 | 134 | 85 | 177 |
Avg Bars in Losers | 229 | 79 | 446 | 179 | 70 | 313 |
Bars Traded | 10025 | 2579 | 7446 | 10025 | 2579 | 7446 |
Profit Streak | 50.4417 | 198.6083 | 50.4417 | 50.4417 | 198.6083 | 50.4417 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714265 | -359070 | -578220 | -124307 | -348693 | 423135 |
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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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