Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1236186.5746 | -360133.6924 | -876052.8822 | -99935.3381 | 838396.7223 | -938332.0604 |
Total P&L (%) | -1236.1866 | -360.1337 | -876.0529 | -99.9353 | 838.3967 | -938.3321 |
Avg Daily Profit (%) | -0.8317 | -0.2423 | -0.5894 | -0.4929 | 0.1508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1338242 | -412558 | -928938 | -1106961 | -109670 | -1227888 |
Profit Factor | 0.4867 | 0.6105 | 0.4096 | 0.9593 | 2.3096 | 0.4823 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 341 | 157 | 184 | 291 | 140 | 151 |
Losing Trades | 165 | 96 | 69 | 215 | 113 | 102 |
Profitability (%) | 67.3913 | 62.0553 | 72.7273 | 57.5099 | 55.336 | 59.6838 |
Ratio Avg Win / Avg Loss | 0.2355 | 0.3733 | 0.1536 | 0.7087 | 1.8641 | 0.3258 |
Largest Winning Trade | 20612 | 20612 | 15343 | 327209 | 230176 | 327209 |
Largest Losing Trade | -590263 | -37424 | -590263 | -1106961 | -74591 | -1106961 |
Avg Bars in Trades | 8 | 10 | 7 | 8 | 10 | 7 |
Avg Bars in Winners | 3 | 4 | 3 | 6 | 8 | 5 |
Avg Bars in Losers | 18 | 19 | 17 | 11 | 12 | 10 |
Bars Traded | 4434 | 2553 | 1881 | 4434 | 2553 | 1881 |
Profit Streak | 0 | 9.7155 | 0 | 0 | 9.7155 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575601 | -577504 | -576785 | -576882 | 519004 | -578476 |
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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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