Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -462660.9781 | 333670.9863 | -796331.9644 | -367110.9195 | 2690618.9732 | -3057729.8927 |
Total P&L (%) | -462.661 | 333.671 | -796.332 | -367.1109 | 2690.619 | -3057.7299 |
Avg Daily Profit (%) | -0.2093 | 0.1509 | -0.3602 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 548.5409 | 548.5409 | 548.5409 | 548.5409 | 548.5409 | 548.5409 |
Max Trade Drawdown | -908494 | -111558 | -923484 | -4356531 | -1374230 | -4541863 |
Profit Factor | 0.7943 | 1.4832 | 0.4891 | 0.9707 | 1.5772 | 0.6118 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 147 | 81 | 66 | 151 | 77 | 74 |
Losing Trades | 143 | 64 | 79 | 139 | 68 | 71 |
Profitability (%) | 50.6897 | 55.8621 | 45.5172 | 52.069 | 53.1034 | 51.0345 |
Ratio Avg Win / Avg Loss | 0.7727 | 1.1719 | 0.5855 | 0.8936 | 1.3928 | 0.587 |
Largest Winning Trade | 69202 | 69202 | 55552 | 1270684 | 1270684 | 665688 |
Largest Losing Trade | -743854 | -38558 | -743854 | -2696393 | -831038 | -2696393 |
Avg Bars in Trades | 14 | 11 | 18 | 14 | 11 | 18 |
Avg Bars in Winners | 15 | 10 | 22 | 14 | 12 | 16 |
Avg Bars in Losers | 14 | 12 | 15 | 15 | 9 | 20 |
Bars Traded | 4330 | 1614 | 2716 | 4330 | 1614 | 2716 |
Profit Streak | 19.7558 | 40.2558 | 19.7558 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577829 | -155957 | -581857 | -578715 | 305494 | -580536 |
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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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