Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -994913.8063 | -244068.2052 | -750845.6011 | -98817.0645 | 860776.8805 | -959593.945 |
Total P&L (%) | -994.9138 | -244.0682 | -750.8456 | -98.8171 | 860.7769 | -959.5939 |
Avg Daily Profit (%) | -0.6712 | -0.1647 | -0.5066 | -0.2989 | 0.1528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1124528 | -312296 | -844823 | -1186002 | -102418 | -1278531 |
Profit Factor | 0.544 | 0.6922 | 0.4594 | 0.9575 | 2.7375 | 0.4751 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 239 | 109 | 130 | 215 | 106 | 109 |
Losing Trades | 118 | 70 | 48 | 142 | 73 | 69 |
Profitability (%) | 66.9468 | 60.8939 | 73.0337 | 60.2241 | 59.2179 | 61.236 |
Ratio Avg Win / Avg Loss | 0.2686 | 0.4445 | 0.1696 | 0.6324 | 1.8853 | 0.3007 |
Largest Winning Trade | 26366 | 26366 | 20637 | 324476 | 213790 | 324476 |
Largest Losing Trade | -583153 | -34965 | -583153 | -1186002 | -30445 | -1186002 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 8 | 9 | 8 | 12 | 14 | 11 |
Avg Bars in Losers | 31 | 29 | 34 | 21 | 21 | 22 |
Bars Traded | 5885 | 3110 | 2776 | 5885 | 3110 | 2776 |
Profit Streak | 5.5246 | 5.5246 | 19.2746 | 5.5246 | 5.5246 | 19.2746 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575260 | -578000 | -576072 | -576132 | 555051 | -577601 |
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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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