Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1024406.8781 | -273608.8275 | -750798.0506 | -99716.0922 | 850890.4254 | -950606.5176 |
Total P&L (%) | -1024.4069 | -273.6088 | -750.7981 | -99.7161 | 850.8904 | -950.6065 |
Avg Daily Profit (%) | -0.6957 | -0.1858 | -0.5099 | -0.3975 | 0.1531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1135449 | -332825 | -830870 | -860041 | -192750 | -1117417 |
Profit Factor | 0.4734 | 0.613 | 0.3937 | 0.9447 | 3.1038 | 0.3204 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 161 | 72 | 89 | 151 | 77 | 74 |
Losing Trades | 97 | 57 | 40 | 107 | 52 | 55 |
Profitability (%) | 62.4031 | 55.814 | 68.9922 | 58.5271 | 59.6899 | 57.3643 |
Ratio Avg Win / Avg Loss | 0.2852 | 0.4853 | 0.1769 | 0.6694 | 2.0961 | 0.2382 |
Largest Winning Trade | 33938 | 33938 | 19865 | 195821 | 195821 | 139090 |
Largest Losing Trade | -563346 | -36888 | -563346 | -856862 | -137025 | -856862 |
Avg Bars in Trades | 67 | 77 | 57 | 67 | 77 | 57 |
Avg Bars in Winners | 38 | 41 | 35 | 54 | 65 | 44 |
Avg Bars in Losers | 116 | 122 | 107 | 85 | 96 | 75 |
Bars Traded | 17482 | 10025 | 7457 | 17482 | 10025 | 7457 |
Profit Streak | 12.2418 | 20.4918 | 12.2418 | 12.2418 | 20.4918 | 12.2418 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576735 | -579682 | -577908 | -577237 | 545940 | -579415 |
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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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