Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -819270.0375 | -165937.3205 | -653332.717 | -91972.3411 | 885306.9717 | -977279.3128 |
Total P&L (%) | -819.27 | -165.9373 | -653.3327 | -91.9723 | 885.307 | -977.2793 |
Avg Daily Profit (%) | -0.5541 | -0.1122 | -0.4418 | -0.1704 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -913385 | -223904 | -690769 | -1353134 | -446410 | -1739004 |
Profit Factor | 0.5703 | 0.7315 | 0.4931 | 0.9812 | 1.5623 | 0.7063 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 246 | 111 | 135 | 202 | 105 | 97 |
Losing Trades | 109 | 66 | 43 | 153 | 72 | 81 |
Profitability (%) | 69.2958 | 62.7119 | 75.8427 | 56.9014 | 59.322 | 54.4944 |
Ratio Avg Win / Avg Loss | 0.2527 | 0.4349 | 0.157 | 0.7432 | 1.0713 | 0.5898 |
Largest Winning Trade | 23643 | 23643 | 20581 | 921716 | 264347 | 921716 |
Largest Losing Trade | -569312 | -34667 | -569312 | -921973 | -133399 | -921973 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 11 | 9 | 14 | 17 | 17 | 16 |
Avg Bars in Losers | 51 | 46 | 60 | 33 | 30 | 35 |
Bars Traded | 8560 | 4045 | 4515 | 8560 | 4045 | 4515 |
Profit Streak | 15.2963 | 23.6297 | 15.2963 | 15.2963 | 23.6297 | 15.2963 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574461 | -576974 | -575228 | -576068 | 457304 | -577996 |
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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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