Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -741410.7782 | -41061.137 | -700349.6412 | 15980051.9192 | -4088301.9171 | 20068353.8364 |
Total P&L (%) | -741.4108 | -41.0611 | -700.3496 | 15980.0519 | -4088.3019 | 20068.3538 |
Avg Daily Profit (%) | -0.4606 | -0.0255 | -0.4351 | 0.3161 | 0 | 0.3303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -935168 | -69460 | -878715 | -7745345 | -11080022 | -3803825 |
Profit Factor | 0.4554 | 0.8234 | 0.3796 | 1.6037 | 0.7435 | 2.9055 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 197 | 84 | 113 | 127 | 69 | 58 |
Losing Trades | 60 | 45 | 15 | 130 | 60 | 70 |
Profitability (%) | 76.6537 | 65.1163 | 88.2813 | 49.4163 | 53.4884 | 45.3125 |
Ratio Avg Win / Avg Loss | 0.1387 | 0.4411 | 0.0504 | 1.6416 | 0.6465 | 3.5066 |
Largest Winning Trade | 16906 | 16906 | 15596 | 6525009 | 1773973 | 6525009 |
Largest Losing Trade | -551717 | -20238 | -551717 | -4329611 | -4329611 | -3803825 |
Avg Bars in Trades | 24 | 9 | 39 | 24 | 9 | 39 |
Avg Bars in Winners | 13 | 2 | 20 | 21 | 10 | 34 |
Avg Bars in Losers | 60 | 21 | 179 | 27 | 7 | 43 |
Bars Traded | 6230 | 1179 | 5051 | 6230 | 1179 | 5051 |
Profit Streak | 11.0764 | 11.0764 | 17.5764 | 11.0764 | 11.0764 | 17.5764 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574607 | -578112 | -574492 | 523958 | -579620 | 510821 |
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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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