Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -885098.637 | -223411.1834 | -661687.4536 | -101413.8131 | 995078.6829 | -1096492.496 |
Total P&L (%) | -885.0986 | -223.4112 | -661.6875 | -101.4138 | 995.0787 | -1096.4925 |
Avg Daily Profit (%) | -0.5969 | -0.1507 | -0.4463 | 0 | 0.1615 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1011061 | -305774 | -740796 | -1603247 | -186653 | -1443480 |
Profit Factor | 0.5174 | 0.6812 | 0.4161 | 0.9573 | 2.6942 | 0.3867 |
Total Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Winning Trades | 453 | 223 | 230 | 320 | 165 | 155 |
Losing Trades | 103 | 55 | 48 | 236 | 113 | 123 |
Profitability (%) | 81.4748 | 80.2158 | 82.7338 | 57.554 | 59.3525 | 55.7554 |
Ratio Avg Win / Avg Loss | 0.1176 | 0.168 | 0.0868 | 0.706 | 1.8451 | 0.3069 |
Largest Winning Trade | 16139 | 16139 | 12726 | 730887 | 730887 | 216838 |
Largest Losing Trade | -439513 | -66840 | -439513 | -1166913 | -122016 | -1166913 |
Avg Bars in Trades | 31 | 40 | 22 | 31 | 40 | 22 |
Avg Bars in Winners | 9 | 9 | 8 | 29 | 40 | 17 |
Avg Bars in Losers | 130 | 166 | 87 | 34 | 41 | 28 |
Bars Traded | 17567 | 11389 | 6177 | 17567 | 11389 | 6177 |
Profit Streak | 2.2557 | 2.2557 | 13.089 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574795 | -577810 | -574839 | -576893 | 538559 | -578855 |
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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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