Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -955724.6941 | -247686.0997 | -708038.5944 | -98705.0487 | 909129.1522 | -1007834.2009 |
Total P&L (%) | -955.7247 | -247.6861 | -708.0386 | -98.705 | 909.1292 | -1007.8342 |
Avg Daily Profit (%) | -0.6473 | -0.1678 | -0.4795 | -0.294 | 0.1567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1079752 | -311287 | -801204 | -878341 | -290747 | -1229959 |
Profit Factor | 0.4898 | 0.6319 | 0.4102 | 0.9548 | 2.5224 | 0.3654 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 154 | 68 | 86 | 136 | 70 | 66 |
Losing Trades | 84 | 51 | 33 | 102 | 49 | 53 |
Profitability (%) | 64.7059 | 57.1429 | 72.2689 | 57.1429 | 58.8235 | 55.4622 |
Ratio Avg Win / Avg Loss | 0.2672 | 0.4739 | 0.1574 | 0.7161 | 1.7657 | 0.2934 |
Largest Winning Trade | 34626 | 34626 | 19225 | 226798 | 226798 | 209306 |
Largest Losing Trade | -563399 | -40780 | -563399 | -878341 | -168153 | -878341 |
Avg Bars in Trades | 73 | 85 | 61 | 73 | 85 | 61 |
Avg Bars in Winners | 42 | 48 | 37 | 60 | 72 | 48 |
Avg Bars in Losers | 130 | 134 | 124 | 90 | 103 | 77 |
Bars Traded | 17490 | 10169 | 7321 | 17490 | 10169 | 7321 |
Profit Streak | 12.9562 | 53.3729 | 12.9562 | 12.9562 | 53.3729 | 12.9562 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576545 | -578682 | -577242 | -577525 | 532415 | -579698 |
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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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