Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -551184.9112 | -106602.4031 | -444582.5081 | -81737.1568 | 906866.645 | -988603.8019 |
Total P&L (%) | -551.1849 | -106.6024 | -444.5825 | -81.7372 | 906.8666 | -988.6038 |
Avg Daily Profit (%) | -0.3743 | -0.0724 | -0.3019 | -0.1154 | 0.157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -693458 | -194257 | -531874 | -1355541 | -209909 | -1341449 |
Profit Factor | 0.5716 | 0.7651 | 0.4662 | 0.9647 | 2.313 | 0.3903 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 83 | 33 | 50 | 91 | 51 | 40 |
Losing Trades | 88 | 53 | 35 | 80 | 35 | 45 |
Profitability (%) | 48.538 | 38.3721 | 58.8235 | 53.2164 | 59.3023 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.6061 | 1.2289 | 0.3263 | 0.848 | 1.5873 | 0.4391 |
Largest Winning Trade | 72084 | 72084 | 35638 | 708021 | 708021 | 228831 |
Largest Losing Trade | -419633 | -58447 | -419633 | -601349 | -190646 | -601349 |
Avg Bars in Trades | 101 | 116 | 85 | 101 | 116 | 85 |
Avg Bars in Winners | 72 | 88 | 62 | 110 | 123 | 94 |
Avg Bars in Losers | 128 | 134 | 118 | 90 | 106 | 77 |
Bars Traded | 17291 | 10052 | 7239 | 17291 | 10052 | 7239 |
Profit Streak | 0 | 0 | 16.4512 | 0 | 0 | 16.4512 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580450 | -583957 | -579386 | -579465 | 466411 | -581673 |
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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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