Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -636164.9764 | -96278.1096 | -539886.8668 | -251571.1734 | 1813611.4603 | -2065182.6337 |
Total P&L (%) | -636.165 | -96.2781 | -539.8869 | -251.5712 | 1813.6115 | -2065.1826 |
Avg Daily Profit (%) | -0.398 | -0.0602 | -0.3378 | 0 | 0.1848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -763806 | -234632 | -669189 | -2910941 | -1218160 | -2482847 |
Profit Factor | 0.6315 | 0.8299 | 0.5347 | 0.9743 | 1.5098 | 0.6695 |
Total Trades | 658 | 329 | 329 | 658 | 329 | 329 |
Winning Trades | 467 | 207 | 260 | 233 | 137 | 96 |
Losing Trades | 191 | 122 | 69 | 425 | 192 | 233 |
Profitability (%) | 70.9726 | 62.9179 | 79.0274 | 35.4103 | 41.6413 | 29.1793 |
Ratio Avg Win / Avg Loss | 0.2583 | 0.4891 | 0.1419 | 1.7772 | 2.1159 | 1.625 |
Largest Winning Trade | 18585 | 18585 | 16660 | 798915 | 654270 | 798915 |
Largest Losing Trade | -359414 | -32914 | -359414 | -900125 | -249730 | -900125 |
Avg Bars in Trades | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Winners | 4 | 2 | 5 | 28 | 21 | 38 |
Avg Bars in Losers | 38 | 24 | 63 | 6 | 3 | 8 |
Bars Traded | 9378 | 3638 | 5740 | 9378 | 3638 | 5740 |
Profit Streak | 0 | 0 | 0 | 24.8107 | 28.8107 | 24.8107 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573927 | -577660 | -575572 | -578932 | 345036 | -587408 |
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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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