Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -926133.2105 | -244022.3983 | -682110.8122 | -99175.2227 | 835644.5406 | -934819.7634 |
Total P&L (%) | -926.1332 | -244.0224 | -682.1108 | -99.1752 | 835.6445 | -934.8198 |
Avg Daily Profit (%) | -0.6276 | -0.1654 | -0.4622 | -0.3246 | 0.1516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1094576 | -319551 | -794388 | -915392 | -185016 | -1136819 |
Profit Factor | 0.546 | 0.6895 | 0.4562 | 0.9523 | 2.4583 | 0.379 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 208 | 91 | 117 | 194 | 93 | 101 |
Losing Trades | 148 | 87 | 61 | 162 | 85 | 77 |
Profitability (%) | 58.427 | 51.1236 | 65.7303 | 54.4944 | 52.2472 | 56.7416 |
Ratio Avg Win / Avg Loss | 0.3885 | 0.6591 | 0.2378 | 0.7952 | 2.2468 | 0.2889 |
Largest Winning Trade | 31493 | 31493 | 16889 | 250146 | 250146 | 197766 |
Largest Losing Trade | -495880 | -43527 | -495880 | -904078 | -107705 | -904078 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 7 | 7 | 7 | 10 | 11 | 9 |
Avg Bars in Losers | 19 | 17 | 21 | 14 | 13 | 15 |
Bars Traded | 4370 | 2209 | 2161 | 4370 | 2209 | 2161 |
Profit Streak | 12.3262 | 23.9928 | 12.3262 | 12.3262 | 23.9928 | 12.3262 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576462 | -578946 | -577466 | -576971 | 514288 | -578631 |
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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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