Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -264742.924 | -78838.1959 | -185904.7281 | -147671.0943 | 123689.6695 | -271360.7638 |
Total P&L (%) | -264.7429 | -78.8382 | -185.9047 | -147.6711 | 123.6897 | -271.3608 |
Avg Daily Profit (%) | -0.5083 | -0.1514 | -0.3569 | 0 | 0.1547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315944 | -85196 | -232035 | -376253 | -31662 | -437621 |
Profit Factor | 0.6234 | 0.6267 | 0.622 | 0.8312 | 1.6671 | 0.6064 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 83 | 40 | 43 | 120 | 65 | 55 |
Losing Trades | 132 | 68 | 64 | 95 | 43 | 52 |
Profitability (%) | 38.6047 | 37.037 | 40.1869 | 55.814 | 60.1852 | 51.4019 |
Ratio Avg Win / Avg Loss | 0.9915 | 1.0653 | 0.9258 | 0.658 | 1.1029 | 0.5734 |
Largest Winning Trade | 30486 | 20777 | 30486 | 32231 | 19306 | 32231 |
Largest Losing Trade | -218226 | -9935 | -218226 | -311665 | -31662 | -311665 |
Avg Bars in Trades | 114 | 51 | 177 | 114 | 51 | 177 |
Avg Bars in Winners | 148 | 71 | 220 | 105 | 58 | 161 |
Avg Bars in Losers | 92 | 40 | 147 | 124 | 41 | 193 |
Bars Traded | 24552 | 5591 | 18961 | 24552 | 5591 | 18961 |
Profit Streak | 0 | 0 | 0 | 3.3008 | 3.3216 | 3.3008 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584652 | -584987 | -585432 | -579453 | 337499 | -582298 |
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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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