Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -999744.6172 | -263393.4475 | -736351.1696 | -98268.8504 | 910396.52 | -1008665.3704 |
Total P&L (%) | -999.7446 | -263.3934 | -736.3512 | -98.2689 | 910.3965 | -1008.6654 |
Avg Daily Profit (%) | -0.6728 | -0.1773 | -0.4955 | -0.2726 | 0.1558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1125586 | -323097 | -826853 | -1111060 | -136442 | -1221646 |
Profit Factor | 0.5265 | 0.6667 | 0.4426 | 0.9547 | 2.909 | 0.4039 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 208 | 93 | 115 | 182 | 93 | 89 |
Losing Trades | 120 | 71 | 49 | 146 | 71 | 75 |
Profitability (%) | 63.4146 | 56.7073 | 70.122 | 55.4878 | 56.7073 | 54.2683 |
Ratio Avg Win / Avg Loss | 0.3037 | 0.509 | 0.1886 | 0.7659 | 2.2209 | 0.3403 |
Largest Winning Trade | 23843 | 23843 | 20002 | 241921 | 241921 | 209257 |
Largest Losing Trade | -561239 | -36574 | -561239 | -1111060 | -89249 | -1111060 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 16 | 18 | 15 | 22 | 26 | 17 |
Avg Bars in Losers | 45 | 46 | 43 | 32 | 35 | 30 |
Bars Traded | 8868 | 5000 | 3868 | 8868 | 5000 | 3868 |
Profit Streak | 0 | 8.1674 | 0 | 0 | 8.1674 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577046 | -578931 | -577588 | -578073 | 542188 | -579643 |
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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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