Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -706710.3434 | -110259.8451 | -596450.4983 | -92077.7374 | 1576367.5969 | -1668445.3343 |
Total P&L (%) | -706.7103 | -110.2598 | -596.4505 | -92.0777 | 1576.3676 | -1668.4453 |
Avg Daily Profit (%) | -0.4763 | -0.0743 | -0.402 | -0.1707 | 0.1902 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -784465 | -163267 | -683333 | -2175072 | -430922 | -2224187 |
Profit Factor | 0.5839 | 0.805 | 0.4735 | 0.9736 | 2.5085 | 0.3159 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 139 | 64 | 75 | 107 | 57 | 50 |
Losing Trades | 96 | 54 | 42 | 128 | 61 | 67 |
Profitability (%) | 59.1489 | 54.2373 | 64.1026 | 45.5319 | 48.3051 | 42.735 |
Ratio Avg Win / Avg Loss | 0.4033 | 0.6792 | 0.2652 | 1.1646 | 2.6846 | 0.4232 |
Largest Winning Trade | 32263 | 26997 | 32263 | 1465055 | 1465055 | 494684 |
Largest Losing Trade | -555374 | -73696 | -555374 | -821238 | -163243 | -821238 |
Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Winners | 12 | 11 | 12 | 22 | 25 | 20 |
Avg Bars in Losers | 28 | 30 | 24 | 14 | 15 | 14 |
Bars Traded | 4365 | 2376 | 1989 | 4365 | 2376 | 1989 |
Profit Streak | 11.1423 | 11.1423 | 20.1423 | 11.1423 | 11.1423 | 20.1423 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576991 | -579552 | -577852 | -578248 | 459078 | -582505 |
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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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