Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -942736.8448 | -251952.4095 | -690784.4353 | -98539.0024 | 1079565.4368 | -1178104.4392 |
Total P&L (%) | -942.7368 | -251.9524 | -690.7844 | -98.539 | 1079.5654 | -1178.1044 |
Avg Daily Profit (%) | -0.635 | -0.1697 | -0.4653 | -0.2842 | 0.1664 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1052728 | -342074 | -752905 | -1826140 | -414153 | -1411987 |
Profit Factor | 0.467 | 0.6301 | 0.3649 | 0.9614 | 2.3217 | 0.3215 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 309 | 150 | 159 | 217 | 111 | 106 |
Losing Trades | 101 | 55 | 46 | 193 | 94 | 99 |
Profitability (%) | 75.3659 | 73.1707 | 77.561 | 52.9268 | 54.1463 | 51.7073 |
Ratio Avg Win / Avg Loss | 0.1527 | 0.231 | 0.1056 | 0.8551 | 1.9661 | 0.3003 |
Largest Winning Trade | 15509 | 12232 | 15509 | 796260 | 796260 | 179371 |
Largest Losing Trade | -434101 | -66101 | -434101 | -965978 | -105595 | -965978 |
Avg Bars in Trades | 42 | 60 | 24 | 42 | 60 | 24 |
Avg Bars in Winners | 9 | 11 | 8 | 41 | 58 | 23 |
Avg Bars in Losers | 143 | 196 | 80 | 44 | 63 | 26 |
Bars Traded | 17595 | 12484 | 5111 | 17595 | 12484 | 5111 |
Profit Streak | 4.2691 | 4.3524 | 4.2691 | 4.2691 | 4.3524 | 4.2691 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574366 | -576250 | -575916 | -577275 | 512373 | -579267 |
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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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