Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -973908.7218 | -274819.1932 | -699089.5286 | -98909.1804 | 1572614.1781 | -1671523.3586 |
Total P&L (%) | -973.9087 | -274.8192 | -699.0895 | -98.9092 | 1572.6142 | -1671.5234 |
Avg Daily Profit (%) | -0.6558 | -0.185 | -0.4707 | -0.3038 | 0.1899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1126861 | -358353 | -808774 | -1667643 | -332750 | -2071393 |
Profit Factor | 0.5192 | 0.6435 | 0.4428 | 0.9741 | 2.67 | 0.4182 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 194 | 84 | 110 | 168 | 83 | 85 |
Losing Trades | 100 | 63 | 37 | 126 | 64 | 62 |
Profitability (%) | 65.9864 | 57.1429 | 74.8299 | 57.1429 | 56.4626 | 57.8231 |
Ratio Avg Win / Avg Loss | 0.2676 | 0.4826 | 0.1489 | 0.7306 | 2.0588 | 0.305 |
Largest Winning Trade | 24265 | 24265 | 20002 | 484946 | 401928 | 484946 |
Largest Losing Trade | -514224 | -36523 | -514224 | -1667643 | -168445 | -1667643 |
Avg Bars in Trades | 60 | 68 | 51 | 60 | 68 | 51 |
Avg Bars in Winners | 32 | 35 | 30 | 48 | 60 | 37 |
Avg Bars in Losers | 113 | 112 | 115 | 75 | 78 | 71 |
Bars Traded | 17690 | 10050 | 7640 | 17690 | 10050 | 7640 |
Profit Streak | 0 | 0 | 21.9315 | 0 | 0 | 21.9315 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577168 | -580017 | -577174 | -578314 | 493815 | -579379 |
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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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