Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -61430.6698 | 18661.6445 | -80092.3143 | -87866.886 | 185879.9004 | -273746.7864 |
Total P&L (%) | -61.4307 | 18.6616 | -80.0923 | -87.8669 | 185.8799 | -273.7468 |
Avg Daily Profit (%) | -0.1179 | 0.0358 | -0.1538 | -0.4042 | 0.2019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239663 | -123174 | -160697 | -326081 | -84177 | -400425 |
Profit Factor | 0.9332 | 1.0465 | 0.8453 | 0.9327 | 1.409 | 0.6781 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Losing Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Profitability (%) | 54.0761 | 53.8043 | 54.3478 | 54.0761 | 53.8043 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.7925 | 0.8985 | 0.71 | 0.7921 | 1.2098 | 0.5696 |
Largest Winning Trade | 27192 | 27192 | 22276 | 63878 | 63878 | 33163 |
Largest Losing Trade | -74724 | -21601 | -74724 | -252728 | -30487 | -252728 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Losers | 84 | 80 | 88 | 84 | 80 | 88 |
Bars Traded | 24779 | 11654 | 13125 | 24779 | 11654 | 13125 |
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 | -578894 | -323529 | -580375 | -578894 | 313903 | -580375 |
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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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