Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1171261.6459 | -332907.9505 | -838353.6954 | -99459.1867 | 1266772.6744 | -1366231.8611 |
Total P&L (%) | -1171.2616 | -332.908 | -838.3537 | -99.4592 | 1266.7727 | -1366.2319 |
Avg Daily Profit (%) | -0.7889 | -0.2242 | -0.5647 | -0.351 | 0.1763 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1285375 | -403146 | -892875 | -1635775 | -516262 | -1953849 |
Profit Factor | 0.4922 | 0.6164 | 0.4173 | 0.977 | 1.9176 | 0.536 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 262 | 122 | 140 | 238 | 119 | 119 |
Losing Trades | 167 | 93 | 74 | 191 | 96 | 95 |
Profitability (%) | 61.0723 | 56.7442 | 65.4206 | 55.4779 | 55.3488 | 55.6075 |
Ratio Avg Win / Avg Loss | 0.3137 | 0.4699 | 0.2206 | 0.7841 | 1.547 | 0.4279 |
Largest Winning Trade | 25845 | 25845 | 14441 | 774673 | 338657 | 774673 |
Largest Losing Trade | -599261 | -36953 | -599261 | -1206192 | -225454 | -1206192 |
Avg Bars in Trades | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Winners | 22 | 24 | 21 | 32 | 40 | 25 |
Avg Bars in Losers | 70 | 75 | 63 | 51 | 54 | 48 |
Bars Traded | 17662 | 9998 | 7664 | 17662 | 9998 | 7664 |
Profit Streak | 6.9358 | 6.9358 | 21.6858 | 6.9358 | 6.9358 | 21.6858 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575945 | -578649 | -577166 | -576670 | 483272 | -578438 |
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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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