Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -938981.8229 | -232559.04 | -706422.7829 | -97589.2302 | 1132053.686 | -1229642.9162 |
Total P&L (%) | -938.9818 | -232.559 | -706.4228 | -97.5892 | 1132.0537 | -1229.6429 |
Avg Daily Profit (%) | -0.6347 | -0.1572 | -0.4775 | -0.2515 | 0.1699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1082786 | -343406 | -768620 | -1803159 | -298682 | -1504477 |
Profit Factor | 0.4748 | 0.6449 | 0.3764 | 0.9594 | 2.8369 | 0.312 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 175 | 82 | 93 | 125 | 63 | 62 |
Losing Trades | 69 | 40 | 29 | 119 | 59 | 60 |
Profitability (%) | 71.7213 | 67.2131 | 76.2295 | 51.2295 | 51.6393 | 50.8197 |
Ratio Avg Win / Avg Loss | 0.1872 | 0.3146 | 0.1174 | 0.9133 | 2.6568 | 0.3019 |
Largest Winning Trade | 20042 | 20042 | 16468 | 841363 | 841363 | 193803 |
Largest Losing Trade | -418283 | -66045 | -418283 | -1143679 | -156665 | -1143679 |
Avg Bars in Trades | 71 | 89 | 53 | 71 | 89 | 53 |
Avg Bars in Winners | 26 | 26 | 25 | 66 | 85 | 48 |
Avg Bars in Losers | 187 | 219 | 142 | 76 | 94 | 58 |
Bars Traded | 17468 | 10968 | 6500 | 17468 | 10968 | 6500 |
Profit Streak | 15.849 | 23.4324 | 15.849 | 15.849 | 23.4324 | 15.849 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575145 | -577742 | -576260 | -577801 | 511656 | -579831 |
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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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