Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1113137.1185 | -319161.1087 | -793976.0098 | -100310.501 | 1055843.4683 | -1156153.9692 |
Total P&L (%) | -1113.1371 | -319.1611 | -793.976 | -100.3105 | 1055.8435 | -1156.154 |
Avg Daily Profit (%) | -0.7516 | -0.2155 | -0.5361 | 0 | 0.1654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1319523 | -410264 | -938652 | -1315292 | -159321 | -1360435 |
Profit Factor | 0.4512 | 0.5799 | 0.374 | 0.9554 | 3.2733 | 0.353 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 160 | 75 | 85 | 147 | 80 | 67 |
Losing Trades | 143 | 77 | 66 | 156 | 72 | 84 |
Profitability (%) | 52.8053 | 49.3421 | 56.2914 | 48.5149 | 52.6316 | 44.3709 |
Ratio Avg Win / Avg Loss | 0.4032 | 0.5954 | 0.2904 | 1.0139 | 2.9459 | 0.4426 |
Largest Winning Trade | 32789 | 32789 | 26758 | 243904 | 243904 | 137154 |
Largest Losing Trade | -568905 | -38004 | -568905 | -1315292 | -126106 | -1315292 |
Avg Bars in Trades | 58 | 69 | 46 | 58 | 69 | 46 |
Avg Bars in Winners | 34 | 41 | 28 | 59 | 73 | 42 |
Avg Bars in Losers | 84 | 96 | 70 | 57 | 65 | 50 |
Bars Traded | 17633 | 10567 | 7066 | 17633 | 10567 | 7066 |
Profit Streak | 17.1085 | 25.1085 | 17.1085 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577246 | -579328 | -578659 | -578104 | 524932 | -582731 |
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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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