Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -698607.9936 | -116400.1716 | -582207.8221 | -67276.7262 | 1584443.9643 | -1651720.6904 |
Total P&L (%) | -698.608 | -116.4002 | -582.2078 | -67.2767 | 1584.444 | -1651.7207 |
Avg Daily Profit (%) | -0.4341 | -0.0723 | -0.3617 | -0.0694 | 0.1756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -758941 | -250446 | -654324 | -3605515 | -1583336 | -2472501 |
Profit Factor | 0.4836 | 0.73 | 0.3684 | 0.9872 | 1.6933 | 0.4448 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 143 | 68 | 75 | 77 | 39 | 38 |
Losing Trades | 49 | 28 | 21 | 115 | 57 | 58 |
Profitability (%) | 74.4792 | 70.8333 | 78.125 | 40.1042 | 40.625 | 39.5833 |
Ratio Avg Win / Avg Loss | 0.1657 | 0.3006 | 0.1032 | 1.4744 | 2.4748 | 0.6789 |
Largest Winning Trade | 28377 | 28377 | 18216 | 1885857 | 1885857 | 242506 |
Largest Losing Trade | -399656 | -65279 | -399656 | -514202 | -180292 | -514202 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 4 | 4 | 4 | 24 | 29 | 18 |
Avg Bars in Losers | 51 | 56 | 44 | 11 | 12 | 9 |
Bars Traded | 3166 | 1891 | 1275 | 3166 | 1891 | 1275 |
Profit Streak | 29.553 | 29.553 | 30.553 | 29.553 | 29.553 | 30.553 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574785 | -576815 | -575411 | -580140 | 301538 | -583386 |
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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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