Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1063326.3632 | -285333.0475 | -777993.3158 | -97272.6422 | 812857.9868 | -910130.629 |
Total P&L (%) | -1063.3264 | -285.333 | -777.9933 | -97.2726 | 812.858 | -910.1306 |
Avg Daily Profit (%) | -0.7157 | -0.192 | -0.5236 | -0.2421 | 0.149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1233623 | -370230 | -897374 | -1072228 | -49237 | -1051787 |
Profit Factor | 0.4009 | 0.5234 | 0.3384 | 0.9354 | 4.4921 | 0.2847 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 128 | 57 | 71 | 116 | 61 | 55 |
Losing Trades | 75 | 45 | 30 | 87 | 41 | 46 |
Profitability (%) | 63.0542 | 55.8824 | 70.297 | 57.1429 | 59.8039 | 54.4554 |
Ratio Avg Win / Avg Loss | 0.2349 | 0.4132 | 0.143 | 0.7015 | 3.0193 | 0.2381 |
Largest Winning Trade | 23208 | 23208 | 20718 | 399264 | 399264 | 103807 |
Largest Losing Trade | -493831 | -67293 | -493831 | -875834 | -49237 | -875834 |
Avg Bars in Trades | 86 | 105 | 67 | 86 | 105 | 67 |
Avg Bars in Winners | 40 | 42 | 38 | 81 | 100 | 60 |
Avg Bars in Losers | 165 | 185 | 136 | 93 | 112 | 76 |
Bars Traded | 17608 | 10746 | 6862 | 17608 | 10746 | 6862 |
Profit Streak | 0 | 0 | 21.9978 | 0 | 0 | 21.9978 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578023 | -580297 | -577605 | -578789 | 526467 | -579936 |
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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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