Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -915480.975 | 33240.8628 | -948721.8378 | 3789444.4878 | -682203.4379 | 4471647.9258 |
Total P&L (%) | -915.481 | 33.2409 | -948.7218 | 3789.4445 | -682.2034 | 4471.6479 |
Avg Daily Profit (%) | -0.3792 | 0.0138 | -0.393 | 0.1518 | 0 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1307020 | -116292 | -1202094 | -1313672 | -1284462 | -677560 |
Profit Factor | 0.4159 | 1.1098 | 0.2498 | 1.6172 | 0.8452 | 3.583 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 15 | 20 | 35 | 14 | 21 |
Losing Trades | 29 | 17 | 12 | 29 | 18 | 11 |
Profitability (%) | 54.6875 | 46.875 | 62.5 | 54.6875 | 43.75 | 65.625 |
Ratio Avg Win / Avg Loss | 0.3446 | 1.2577 | 0.1499 | 1.34 | 1.0867 | 1.8768 |
Largest Winning Trade | 130287 | 130287 | 59809 | 1810037 | 776743 | 1810037 |
Largest Losing Trade | -879429 | -57676 | -879429 | -993389 | -993389 | -523118 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 64 | 46 | 78 | 71 | 44 | 90 |
Avg Bars in Losers | 80 | 63 | 104 | 71 | 64 | 83 |
Bars Traded | 4596 | 1781 | 2815 | 4596 | 1781 | 2815 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723670 | -278306 | -579190 | -133316 | -581574 | 591541 |
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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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