Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -560051.8678 | 101460.2022 | -661512.07 | 59877.0622 | -11486324.5079 | 11546201.5702 |
Total P&L (%) | -560.0519 | 101.4602 | -661.5121 | 59.8771 | -11486.3245 | 11546.2016 |
Avg Daily Profit (%) | -0.2422 | 0.0439 | -0.2861 | 0.0203 | 0 | 0.206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1051645 | -292712 | -978994 | -32169283 | -34748268 | -20249358 |
Profit Factor | 0.7522 | 1.1353 | 0.5619 | 1.0006 | 0.7902 | 1.2807 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 153 | 73 | 80 | 153 | 74 | 79 |
Losing Trades | 78 | 42 | 36 | 78 | 41 | 37 |
Profitability (%) | 66.2338 | 63.4783 | 68.9655 | 66.2338 | 64.3478 | 68.1034 |
Ratio Avg Win / Avg Loss | 0.3834 | 0.6532 | 0.2529 | 0.5101 | 0.4378 | 0.5998 |
Largest Winning Trade | 42789 | 42789 | 33120 | 12084779 | 5836864 | 12084779 |
Largest Losing Trade | -446952 | -45435 | -446952 | -11775788 | -11775788 | -11235633 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 13 | 11 | 14 | 14 | 13 | 15 |
Avg Bars in Losers | 32 | 29 | 36 | 30 | 27 | 33 |
Bars Traded | 4548 | 2105 | 2443 | 4548 | 2105 | 2443 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577186 | -205832 | -578287 | -384332 | -578888 | 315610 |
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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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