Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -825390.6245 | -147436.5284 | -677954.0961 | -93054.6782 | 796745.5667 | -889800.2449 |
Total P&L (%) | -825.3906 | -147.4365 | -677.9541 | -93.0547 | 796.7456 | -889.8002 |
Avg Daily Profit (%) | -0.555 | -0.0991 | -0.4559 | -0.1792 | 0.1476 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -907752 | -214445 | -747912 | -920049 | -234626 | -1322945 |
Profit Factor | 0.5712 | 0.772 | 0.4696 | 0.9694 | 1.894 | 0.586 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 216 | 98 | 118 | 182 | 93 | 89 |
Losing Trades | 98 | 59 | 39 | 132 | 64 | 68 |
Profitability (%) | 68.7898 | 62.4204 | 75.1592 | 57.9618 | 59.2357 | 56.6879 |
Ratio Avg Win / Avg Loss | 0.2591 | 0.4647 | 0.1552 | 0.7031 | 1.3034 | 0.4477 |
Largest Winning Trade | 41379 | 41379 | 39093 | 559151 | 221866 | 559151 |
Largest Losing Trade | -608490 | -34988 | -608490 | -920049 | -78119 | -920049 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 14 | 12 | 16 | 21 | 22 | 20 |
Avg Bars in Losers | 55 | 50 | 63 | 35 | 33 | 38 |
Bars Traded | 8690 | 4241 | 4449 | 8690 | 4241 | 4449 |
Profit Streak | 1.2972 | 7.9639 | 0 | 1.2972 | 7.9639 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579104 | -577948 | -576971 | -580508 | 335761 | -579366 |
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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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