Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -937395.6047 | -207125.5216 | -730270.0831 | -91400.157 | 851028.7548 | -942428.9119 |
Total P&L (%) | -937.3956 | -207.1255 | -730.2701 | -91.4002 | 851.0288 | -942.4289 |
Avg Daily Profit (%) | -0.6317 | -0.1396 | -0.4921 | -0.1652 | 0.1519 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1049224 | -282491 | -804836 | -912784 | -211552 | -1149858 |
Profit Factor | 0.6635 | 0.8163 | 0.5597 | 0.9728 | 1.7253 | 0.5681 |
Total Trades | 773 | 387 | 386 | 773 | 387 | 386 |
Winning Trades | 385 | 179 | 206 | 381 | 191 | 190 |
Losing Trades | 388 | 208 | 180 | 392 | 196 | 196 |
Profitability (%) | 49.806 | 46.2532 | 53.3679 | 49.2885 | 49.354 | 49.2228 |
Ratio Avg Win / Avg Loss | 0.6687 | 0.9485 | 0.489 | 1.0008 | 1.7705 | 0.586 |
Largest Winning Trade | 30429 | 30429 | 18169 | 233677 | 221582 | 233677 |
Largest Losing Trade | -612167 | -35045 | -612167 | -846691 | -127533 | -846691 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 17 | 17 | 17 | 21 | 24 | 18 |
Avg Bars in Losers | 28 | 31 | 24 | 24 | 25 | 23 |
Bars Traded | 17663 | 9659 | 8004 | 17663 | 9659 | 8004 |
Profit Streak | 6.733 | 6.733 | 20.983 | 6.733 | 6.733 | 20.983 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575377 | -579802 | -577088 | -573911 | 470808 | -577827 |
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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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