Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -862931.3674 | -201496.6659 | -661434.7015 | -93000.9476 | 830525.4212 | -923526.3688 |
Total P&L (%) | -862.9314 | -201.4967 | -661.4347 | -93.0009 | 830.5254 | -923.5264 |
Avg Daily Profit (%) | -0.5804 | -0.1355 | -0.4449 | -0.1787 | 0.1502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1086887 | -322146 | -805403 | -1025792 | -360152 | -1119300 |
Profit Factor | 0.5487 | 0.7092 | 0.4575 | 0.9547 | 2.3898 | 0.365 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 165 | 74 | 91 | 167 | 82 | 85 |
Losing Trades | 130 | 74 | 56 | 128 | 66 | 62 |
Profitability (%) | 55.9322 | 50 | 61.9048 | 56.6102 | 55.4054 | 57.8231 |
Ratio Avg Win / Avg Loss | 0.4323 | 0.7092 | 0.2815 | 0.7317 | 1.9235 | 0.2663 |
Largest Winning Trade | 85159 | 85159 | 37785 | 195292 | 195292 | 116766 |
Largest Losing Trade | -562027 | -37655 | -562027 | -826378 | -298953 | -826378 |
Avg Bars in Trades | 59 | 70 | 49 | 59 | 70 | 49 |
Avg Bars in Winners | 39 | 44 | 35 | 52 | 66 | 39 |
Avg Bars in Losers | 85 | 96 | 70 | 68 | 74 | 62 |
Bars Traded | 17617 | 10410 | 7207 | 17617 | 10410 | 7207 |
Profit Streak | 17.0781 | 17.0781 | 22.3281 | 17.0781 | 17.0781 | 22.3281 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577398 | -580370 | -578356 | -577310 | 477818 | -578885 |
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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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