Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1166282.2888 | -340955.3178 | -825326.971 | -99883.285 | 812419.0839 | -912302.3689 |
Total P&L (%) | -1166.2823 | -340.9553 | -825.327 | -99.8833 | 812.4191 | -912.3024 |
Avg Daily Profit (%) | -0.7899 | -0.2309 | -0.559 | -0.4563 | 0.1499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1289569 | -419915 | -885496 | -1353217 | -160979 | -1373410 |
Profit Factor | 0.543 | 0.6587 | 0.4686 | 0.9657 | 1.9121 | 0.5486 |
Total Trades | 818 | 409 | 409 | 818 | 409 | 409 |
Winning Trades | 628 | 303 | 325 | 494 | 245 | 249 |
Losing Trades | 190 | 106 | 84 | 324 | 164 | 160 |
Profitability (%) | 76.7726 | 74.0831 | 79.4621 | 60.3912 | 59.9022 | 60.8802 |
Ratio Avg Win / Avg Loss | 0.1643 | 0.2304 | 0.1211 | 0.6334 | 1.2799 | 0.3525 |
Largest Winning Trade | 16515 | 10489 | 16515 | 444562 | 300935 | 444562 |
Largest Losing Trade | -528480 | -41223 | -528480 | -1196093 | -101483 | -1196093 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 8 | 9 | 8 | 15 | 18 | 11 |
Avg Bars in Losers | 63 | 66 | 59 | 31 | 32 | 29 |
Bars Traded | 17545 | 9818 | 7727 | 17545 | 9818 | 7727 |
Profit Streak | 14.2061 | 27.3728 | 14.2061 | 14.2061 | 27.3728 | 14.2061 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570549 | -574097 | -573472 | -572672 | 531933 | -575881 |
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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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