Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -333766.4359 | -43222.0517 | -290544.3842 | 1396062.1807 | -225290.2456 | 1621352.4263 |
Total P&L (%) | -333.7664 | -43.2221 | -290.5444 | 1396.0622 | -225.2902 | 1621.3524 |
Avg Daily Profit (%) | -0.2438 | -0.0316 | -0.2123 | 0.1979 | 0 | 0.2081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -556061 | -77629 | -527659 | -433930 | -372762 | -430040 |
Profit Factor | 0.5286 | 0.5525 | 0.5249 | 2.2241 | 0.5591 | 3.5756 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 12 | 21 | 31 | 14 | 17 |
Losing Trades | 32 | 21 | 11 | 34 | 19 | 15 |
Profitability (%) | 50.7692 | 36.3636 | 65.625 | 47.6923 | 42.4242 | 53.125 |
Ratio Avg Win / Avg Loss | 0.5126 | 0.9669 | 0.2749 | 2.4393 | 0.7588 | 3.1549 |
Largest Winning Trade | 42600 | 17714 | 42600 | 802807 | 96356 | 802807 |
Largest Losing Trade | -425357 | -13674 | -425357 | -356927 | -150805 | -356927 |
Avg Bars in Trades | 75 | 16 | 135 | 75 | 16 | 135 |
Avg Bars in Winners | 92 | 16 | 135 | 108 | 15 | 185 |
Avg Bars in Losers | 57 | 15 | 136 | 44 | 16 | 79 |
Bars Traded | 4879 | 531 | 4348 | 4879 | 531 | 4348 |
Profit Streak | 94.865 | 113.615 | 0 | 94.865 | 113.615 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -716118 | -584870 | -578784 | -124085 | -582513 | 548288 |
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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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