Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1076944.49 | -275482.6216 | -801461.8684 | -99221.2708 | 1080002.3274 | -1179223.5982 |
Total P&L (%) | -1076.9445 | -275.4826 | -801.4619 | -99.2213 | 1080.0023 | -1179.2236 |
Avg Daily Profit (%) | -0.7287 | -0.1864 | -0.5423 | -0.328 | 0.1671 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1208478 | -352766 | -865715 | -1406983 | -177768 | -1627681 |
Profit Factor | 0.5154 | 0.6576 | 0.4347 | 0.969 | 2.3078 | 0.5034 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 309 | 144 | 165 | 267 | 133 | 134 |
Losing Trades | 159 | 90 | 69 | 201 | 101 | 100 |
Profitability (%) | 66.0256 | 61.5385 | 70.5128 | 57.0513 | 56.8376 | 57.265 |
Ratio Avg Win / Avg Loss | 0.2652 | 0.411 | 0.1818 | 0.7295 | 1.7525 | 0.3757 |
Largest Winning Trade | 21026 | 21026 | 16475 | 473453 | 281918 | 473453 |
Largest Losing Trade | -608490 | -36466 | -608490 | -1400449 | -95547 | -1400449 |
Avg Bars in Trades | 12 | 14 | 10 | 12 | 14 | 10 |
Avg Bars in Winners | 5 | 6 | 5 | 9 | 11 | 7 |
Avg Bars in Losers | 25 | 27 | 22 | 16 | 18 | 14 |
Bars Traded | 5846 | 3381 | 2465 | 5846 | 3381 | 2465 |
Profit Streak | 0 | 26.3401 | 0 | 0 | 26.3401 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575977 | -576832 | -577172 | -577140 | 557521 | -578889 |
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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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