Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1008419.2557 | -251575.5107 | -756843.745 | -96496.0809 | 899449.1188 | -995945.1997 |
Total P&L (%) | -1008.4193 | -251.5755 | -756.8437 | -96.4961 | 899.4491 | -995.9452 |
Avg Daily Profit (%) | -0.6783 | -0.1692 | -0.5091 | -0.2252 | 0.155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1141108 | -320240 | -835839 | -1226134 | -118624 | -1251192 |
Profit Factor | 0.5425 | 0.6855 | 0.461 | 0.9593 | 2.8529 | 0.4717 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 177 | 81 | 96 | 159 | 81 | 78 |
Losing Trades | 127 | 71 | 56 | 145 | 71 | 74 |
Profitability (%) | 58.2237 | 53.2895 | 63.1579 | 52.3026 | 53.2895 | 51.3158 |
Ratio Avg Win / Avg Loss | 0.3892 | 0.6009 | 0.2689 | 0.8748 | 2.5007 | 0.4475 |
Largest Winning Trade | 41496 | 41496 | 22312 | 312911 | 312911 | 229106 |
Largest Losing Trade | -577465 | -30865 | -577465 | -1226134 | -83762 | -1226134 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 38 | 37 | 40 | 49 | 53 | 45 |
Avg Bars in Losers | 85 | 81 | 90 | 67 | 62 | 71 |
Bars Traded | 17732 | 8835 | 8897 | 17732 | 8835 | 8897 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578122 | -580110 | -578831 | -578889 | 495588 | -580366 |
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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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