Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1001771.0667 | -247333.8499 | -754437.2169 | -98875.575 | 857602.0746 | -956477.6496 |
Total P&L (%) | -1001.7711 | -247.3339 | -754.4372 | -98.8756 | 857.6021 | -956.4777 |
Avg Daily Profit (%) | -0.6761 | -0.1669 | -0.5092 | -0.3024 | 0.1526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1129748 | -314249 | -842971 | -1174011 | -110692 | -1265605 |
Profit Factor | 0.5425 | 0.6889 | 0.459 | 0.9584 | 2.6403 | 0.4843 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 241 | 107 | 134 | 217 | 107 | 110 |
Losing Trades | 122 | 75 | 47 | 146 | 75 | 71 |
Profitability (%) | 66.3912 | 58.7912 | 74.0331 | 59.7796 | 58.7912 | 60.7735 |
Ratio Avg Win / Avg Loss | 0.2746 | 0.4829 | 0.161 | 0.6448 | 1.8507 | 0.3126 |
Largest Winning Trade | 26366 | 26366 | 20637 | 321196 | 211628 | 321196 |
Largest Losing Trade | -583153 | -35161 | -583153 | -1174011 | -30137 | -1174011 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 8 | 9 | 8 | 12 | 14 | 11 |
Avg Bars in Losers | 30 | 28 | 35 | 21 | 20 | 21 |
Bars Traded | 5886 | 3110 | 2776 | 5886 | 3110 | 2776 |
Profit Streak | 5.1079 | 5.1079 | 18.6079 | 5.1079 | 5.1079 | 18.6079 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575294 | -578248 | -575926 | -576151 | 547141 | -577645 |
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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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