Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -774893.8906 | -166692.9386 | -608200.952 | -92004.6132 | 923383.9024 | -1015388.5156 |
Total P&L (%) | -774.8939 | -166.6929 | -608.201 | -92.0046 | 923.3839 | -1015.3885 |
Avg Daily Profit (%) | -0.5248 | -0.1129 | -0.4119 | -0.171 | 0.1576 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -917371 | -281719 | -692894 | -1392227 | -248211 | -1403282 |
Profit Factor | 0.5302 | 0.7201 | 0.423 | 0.9646 | 2.1492 | 0.4352 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 167 | 77 | 90 | 113 | 57 | 56 |
Losing Trades | 54 | 33 | 21 | 108 | 53 | 55 |
Profitability (%) | 75.5656 | 70 | 81.0811 | 51.1312 | 51.8182 | 50.4505 |
Ratio Avg Win / Avg Loss | 0.1715 | 0.3086 | 0.0987 | 0.922 | 1.9983 | 0.4275 |
Largest Winning Trade | 19296 | 19296 | 17320 | 570047 | 570047 | 358759 |
Largest Losing Trade | -398401 | -64223 | -398401 | -972847 | -169453 | -972847 |
Avg Bars in Trades | 78 | 102 | 55 | 78 | 102 | 55 |
Avg Bars in Winners | 29 | 32 | 26 | 75 | 99 | 50 |
Avg Bars in Losers | 231 | 264 | 181 | 82 | 104 | 61 |
Bars Traded | 17432 | 11221 | 6211 | 17432 | 11221 | 6211 |
Profit Streak | 50.9142 | 50.9142 | 66.3309 | 50.9142 | 50.9142 | 66.3309 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574568 | -576592 | -575155 | -577735 | 479316 | -579369 |
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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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