Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -865702.752 | -224224.2647 | -641478.4873 | -92909.3134 | 950657.1767 | -1043566.4901 |
Total P&L (%) | -865.7028 | -224.2243 | -641.4785 | -92.9093 | 950.6572 | -1043.5665 |
Avg Daily Profit (%) | -0.5817 | -0.1507 | -0.431 | -0.1777 | 0.1582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -953207 | -277902 | -727713 | -1118489 | -88186 | -1259987 |
Profit Factor | 0.5795 | 0.7349 | 0.4711 | 0.9601 | 2.6123 | 0.4005 |
Total Trades | 640 | 320 | 320 | 640 | 320 | 320 |
Winning Trades | 462 | 224 | 238 | 412 | 212 | 200 |
Losing Trades | 178 | 96 | 82 | 228 | 108 | 120 |
Profitability (%) | 72.1875 | 70 | 74.375 | 64.375 | 66.25 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2233 | 0.315 | 0.1623 | 0.5313 | 1.3308 | 0.2403 |
Largest Winning Trade | 47562 | 47562 | 15432 | 251719 | 251719 | 227379 |
Largest Losing Trade | -537297 | -37322 | -537297 | -1118489 | -41239 | -1118489 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 10 | 11 | 10 | 18 | 23 | 13 |
Avg Bars in Losers | 71 | 86 | 53 | 43 | 53 | 34 |
Bars Traded | 17706 | 10856 | 6850 | 17706 | 10856 | 6850 |
Profit Streak | 2.4285 | 9.1785 | 2.4285 | 2.4285 | 9.1785 | 2.4285 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575067 | -576400 | -577904 | -576080 | 555926 | -579444 |
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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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