Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -287479.491 | 38891.1353 | -326370.6263 | 6164776.761 | 525455.736 | 5639321.025 |
Total P&L (%) | -287.4795 | 38.8911 | -326.3706 | 6164.7768 | 525.4557 | 5639.321 |
Avg Daily Profit (%) | -0.1324 | 0.0179 | -0.1503 | 0.1907 | 0.0845 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -606951 | -59865 | -599167 | -1580746 | -1827059 | -1535847 |
Profit Factor | 0.7284 | 1.196 | 0.6205 | 1.5329 | 1.1044 | 1.8627 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 114 | 52 | 62 | 108 | 51 | 57 |
Losing Trades | 39 | 25 | 14 | 45 | 26 | 19 |
Profitability (%) | 74.5098 | 67.5325 | 81.5789 | 70.5882 | 66.2338 | 75 |
Ratio Avg Win / Avg Loss | 0.2492 | 0.575 | 0.1401 | 0.6387 | 0.5631 | 0.6209 |
Largest Winning Trade | 35862 | 23179 | 35862 | 1565447 | 427725 | 1565447 |
Largest Losing Trade | -417697 | -28767 | -417697 | -1148199 | -854823 | -1148199 |
Avg Bars in Trades | 41 | 9 | 74 | 41 | 9 | 74 |
Avg Bars in Winners | 26 | 5 | 44 | 28 | 5 | 49 |
Avg Bars in Losers | 85 | 18 | 206 | 73 | 17 | 149 |
Bars Traded | 6372 | 728 | 5643 | 6372 | 728 | 5643 |
Profit Streak | 0 | 0 | 287.9803 | 0 | 0 | 287.9803 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576799 | -216942 | -624400 | 405712 | -226367 | -35742 |
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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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