Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -729693.4334 | -186868.9803 | -542824.4532 | -99981.5817 | 934605.43 | -1034587.0116 |
Total P&L (%) | -729.6934 | -186.869 | -542.8245 | -99.9816 | 934.6054 | -1034.587 |
Avg Daily Profit (%) | -0.494 | -0.1265 | -0.3675 | -0.5805 | 0.1583 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -898272 | -328886 | -625516 | -1569815 | -404787 | -1215507 |
Profit Factor | 0.4874 | 0.6263 | 0.4122 | 0.947 | 2.7837 | 0.2397 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 157 | 77 | 80 | 123 | 62 | 61 |
Losing Trades | 65 | 34 | 31 | 99 | 49 | 50 |
Profitability (%) | 70.7207 | 69.3694 | 72.0721 | 55.4054 | 55.8559 | 54.955 |
Ratio Avg Win / Avg Loss | 0.2018 | 0.2765 | 0.1597 | 0.7622 | 2.2 | 0.1965 |
Largest Winning Trade | 23937 | 23937 | 15974 | 600779 | 600779 | 148483 |
Largest Losing Trade | -366823 | -72967 | -366823 | -752080 | -110962 | -752080 |
Avg Bars in Trades | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Winners | 6 | 7 | 5 | 18 | 24 | 11 |
Avg Bars in Losers | 50 | 66 | 34 | 21 | 26 | 16 |
Bars Traded | 4327 | 2804 | 1523 | 4327 | 2804 | 1523 |
Profit Streak | 45.2178 | 51.8845 | 45.2178 | 45.2178 | 51.8845 | 45.2178 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574928 | -576395 | -576048 | -576913 | 552505 | -578545 |
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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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