Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -853925.8452 | -202220.6837 | -651705.1615 | -116284.0549 | 845001.1084 | -961285.1633 |
Total P&L (%) | -853.9258 | -202.2207 | -651.7052 | -116.2841 | 845.0011 | -961.2852 |
Avg Daily Profit (%) | -0.5799 | -0.1373 | -0.4426 | 0 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -938755 | -280279 | -734715 | -1481134 | -503213 | -1919794 |
Profit Factor | 0.5997 | 0.7277 | 0.5313 | 0.9815 | 1.3612 | 0.756 |
Total Trades | 812 | 406 | 406 | 812 | 406 | 406 |
Winning Trades | 632 | 294 | 338 | 394 | 199 | 195 |
Losing Trades | 180 | 112 | 68 | 418 | 207 | 211 |
Profitability (%) | 77.8325 | 72.4138 | 83.2512 | 48.5222 | 49.0148 | 48.0296 |
Ratio Avg Win / Avg Loss | 0.1708 | 0.2772 | 0.1069 | 1.0413 | 1.4159 | 0.818 |
Largest Winning Trade | 11860 | 10427 | 11860 | 1064979 | 383518 | 1064979 |
Largest Losing Trade | -491050 | -34270 | -491050 | -788125 | -157027 | -788125 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 8 | 6 | 10 | 21 | 21 | 22 |
Avg Bars in Losers | 67 | 54 | 89 | 21 | 18 | 24 |
Bars Traded | 17484 | 7987 | 9497 | 17484 | 7987 | 9497 |
Profit Streak | 11.696 | 31.2793 | 11.696 | 0 | 0 | 0 |
Trades During Streak | 6 | 11 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570591 | -574315 | -573210 | -575167 | 343879 | -579699 |
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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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