Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -368970.6404 | 336628.847 | -705599.4874 | 155166.5675 | -7052287.3898 | 7207453.9573 |
Total P&L (%) | -368.9706 | 336.6288 | -705.5995 | 155.1666 | -7052.2874 | 7207.454 |
Avg Daily Profit (%) | -0.1879 | 0.1714 | -0.3594 | 0.0477 | 0 | 0.2188 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -700959 | -69996 | -818662 | -12260146 | -7550539 | -5142596 |
Profit Factor | 0.7009 | 2.2229 | 0.2637 | 1.0103 | 0.2241 | 2.1994 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 23 | 21 | 40 | 20 | 20 |
Losing Trades | 21 | 9 | 12 | 25 | 12 | 13 |
Profitability (%) | 67.6923 | 71.875 | 63.6364 | 61.5385 | 62.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.3345 | 0.8698 | 0.1507 | 0.6314 | 0.1345 | 1.4296 |
Largest Winning Trade | 97262 | 97262 | 28116 | 12273515 | 254741 | 12273515 |
Largest Losing Trade | -688142 | -69996 | -688142 | -5696676 | -5696676 | -4054979 |
Avg Bars in Trades | 117 | 185 | 52 | 117 | 185 | 52 |
Avg Bars in Winners | 58 | 85 | 28 | 63 | 92 | 34 |
Avg Bars in Losers | 241 | 438 | 93 | 204 | 339 | 79 |
Bars Traded | 7642 | 5926 | 1716 | 7642 | 5926 | 1716 |
Profit Streak | 407.266 | 0 | 567.016 | 407.266 | 0 | 567.016 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713898 | -154144 | -578451 | -639766 | -579190 | 400923 |
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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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