Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -754157.8093 | -200186.9696 | -553970.8397 | -99985.268 | 792709.2688 | -892694.5368 |
Total P&L (%) | -754.1578 | -200.187 | -553.9708 | -99.9853 | 792.7093 | -892.6945 |
Avg Daily Profit (%) | -0.5096 | -0.1353 | -0.3743 | -0.5944 | 0.148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -925874 | -328355 | -638259 | -1245142 | -242590 | -1044290 |
Profit Factor | 0.4655 | 0.5953 | 0.3953 | 0.9328 | 3.3752 | 0.2264 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 148 | 72 | 76 | 116 | 60 | 56 |
Losing Trades | 60 | 32 | 28 | 92 | 44 | 48 |
Profitability (%) | 71.1538 | 69.2308 | 73.0769 | 55.7692 | 57.6923 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.1887 | 0.2646 | 0.1457 | 0.7398 | 2.4751 | 0.1941 |
Largest Winning Trade | 23937 | 23937 | 15974 | 457858 | 457858 | 118258 |
Largest Losing Trade | -366823 | -72967 | -366823 | -752080 | -95716 | -752080 |
Avg Bars in Trades | 20 | 26 | 14 | 20 | 26 | 14 |
Avg Bars in Winners | 6 | 7 | 6 | 19 | 25 | 12 |
Avg Bars in Losers | 55 | 70 | 37 | 23 | 28 | 17 |
Bars Traded | 4327 | 2807 | 1520 | 4327 | 2807 | 1520 |
Profit Streak | 48.3503 | 55.017 | 48.3503 | 48.3503 | 55.017 | 48.3503 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574947 | -576434 | -575933 | -576941 | 503845 | -578703 |
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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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