Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -847418.4652 | -205551.2091 | -641867.2561 | -93764.6547 | 783826.069 | -877590.7237 |
Total P&L (%) | -847.4185 | -205.5512 | -641.8673 | -93.7647 | 783.8261 | -877.5907 |
Avg Daily Profit (%) | -0.5755 | -0.1396 | -0.4359 | -0.1883 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -995703 | -281615 | -721448 | -821787 | -205858 | -1104417 |
Profit Factor | 0.6619 | 0.7995 | 0.5667 | 0.9673 | 1.8129 | 0.5397 |
Total Trades | 718 | 359 | 359 | 718 | 359 | 359 |
Winning Trades | 363 | 165 | 198 | 349 | 173 | 176 |
Losing Trades | 355 | 194 | 161 | 369 | 186 | 183 |
Profitability (%) | 50.5571 | 45.961 | 55.1532 | 48.6072 | 48.1894 | 49.0251 |
Ratio Avg Win / Avg Loss | 0.6473 | 0.94 | 0.4608 | 1.0228 | 1.9491 | 0.5612 |
Largest Winning Trade | 30429 | 30429 | 17371 | 223698 | 191338 | 223698 |
Largest Losing Trade | -552952 | -33755 | -552952 | -821787 | -112292 | -821787 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 18 | 19 | 18 | 22 | 26 | 19 |
Avg Bars in Losers | 30 | 33 | 26 | 26 | 27 | 24 |
Bars Traded | 17547 | 9724 | 7822 | 17547 | 9724 | 7822 |
Profit Streak | 4.8934 | 0 | 11.06 | 4.8934 | 0 | 11.06 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576060 | -580749 | -576984 | -575007 | 338948 | -578031 |
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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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