Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -763332.3966 | -167662.0587 | -595670.3379 | -99235.2793 | 788674.4714 | -887909.7508 |
Total P&L (%) | -763.3324 | -167.6621 | -595.6703 | -99.2353 | 788.6745 | -887.9098 |
Avg Daily Profit (%) | -0.5142 | -0.1129 | -0.4013 | -0.3277 | 0.1473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -857556 | -222361 | -651917 | -1039373 | -176590 | -1595052 |
Profit Factor | 0.4721 | 0.6451 | 0.3881 | 0.9543 | 2.5058 | 0.4607 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 120 | 53 | 67 | 80 | 44 | 36 |
Losing Trades | 47 | 30 | 17 | 87 | 39 | 48 |
Profitability (%) | 71.8563 | 63.8554 | 79.7619 | 47.9042 | 53.012 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1849 | 0.3651 | 0.0985 | 1.0378 | 2.221 | 0.6143 |
Largest Winning Trade | 25618 | 24016 | 25618 | 658764 | 571040 | 658764 |
Largest Losing Trade | -480755 | -64889 | -480755 | -766080 | -76310 | -766080 |
Avg Bars in Trades | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Winners | 20 | 20 | 20 | 61 | 77 | 41 |
Avg Bars in Losers | 131 | 137 | 122 | 42 | 45 | 40 |
Bars Traded | 8615 | 5181 | 3434 | 8615 | 5181 | 3434 |
Profit Streak | 20.2425 | 0 | 22.9092 | 20.2425 | 0 | 22.9092 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576515 | -579036 | -575505 | -578496 | 316792 | -582419 |
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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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