Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -915603.9796 | -217513.193 | -698090.7866 | -102294.4058 | 891907.9318 | -994202.3376 |
Total P&L (%) | -915.604 | -217.5132 | -698.0908 | -102.2944 | 891.9079 | -994.2023 |
Avg Daily Profit (%) | -0.6188 | -0.147 | -0.4718 | 0 | 0.1552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1058850 | -314084 | -810057 | -1403690 | -186773 | -1216916 |
Profit Factor | 0.4836 | 0.6487 | 0.3951 | 0.9475 | 2.9072 | 0.3288 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 255 | 115 | 140 | 169 | 88 | 81 |
Losing Trades | 68 | 46 | 22 | 154 | 73 | 81 |
Profitability (%) | 78.9474 | 71.4286 | 86.4198 | 52.322 | 54.6584 | 50 |
Ratio Avg Win / Avg Loss | 0.129 | 0.2595 | 0.0621 | 0.8634 | 2.4117 | 0.3288 |
Largest Winning Trade | 12418 | 12418 | 11170 | 605851 | 605851 | 141944 |
Largest Losing Trade | -456732 | -67786 | -456732 | -951969 | -93367 | -951969 |
Avg Bars in Trades | 53 | 68 | 39 | 53 | 68 | 39 |
Avg Bars in Winners | 16 | 16 | 16 | 57 | 72 | 41 |
Avg Bars in Losers | 195 | 197 | 190 | 50 | 62 | 38 |
Bars Traded | 17428 | 10952 | 6474 | 17428 | 10952 | 6474 |
Profit Streak | 16.3338 | 54.9172 | 16.3338 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574267 | -576183 | -575118 | -578787 | 507513 | -580484 |
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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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