Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1516768.9118 | -539320.1207 | -977448.7911 | -99997.4801 | 802596.7271 | -902594.2072 |
Total P&L (%) | -1516.7689 | -539.3201 | -977.4488 | -99.9975 | 802.5967 | -902.5942 |
Avg Daily Profit (%) | -1.0301 | -0.3663 | -0.6638 | -0.7166 | 0.1495 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1628943 | -598668 | -1031252 | -1203035 | -106516 | -1230983 |
Profit Factor | 0.5146 | 0.5909 | 0.4589 | 0.9485 | 3.0875 | 0.4205 |
Total Trades | 1252 | 626 | 626 | 1252 | 626 | 626 |
Winning Trades | 612 | 297 | 315 | 646 | 332 | 314 |
Losing Trades | 640 | 329 | 311 | 606 | 294 | 312 |
Profitability (%) | 48.8818 | 47.4441 | 50.3195 | 51.5974 | 53.0351 | 50.1597 |
Ratio Avg Win / Avg Loss | 0.5381 | 0.6546 | 0.4531 | 0.8898 | 2.7341 | 0.4179 |
Largest Winning Trade | 14762 | 12575 | 14762 | 206736 | 206736 | 204262 |
Largest Losing Trade | -533570 | -37521 | -533570 | -1098072 | -90549 | -1098072 |
Avg Bars in Trades | 13 | 16 | 11 | 13 | 16 | 11 |
Avg Bars in Winners | 7 | 8 | 6 | 11 | 14 | 8 |
Avg Bars in Losers | 20 | 23 | 16 | 16 | 18 | 14 |
Bars Traded | 17411 | 10272 | 7139 | 17411 | 10272 | 7139 |
Profit Streak | 7.3834 | 7.9667 | 7.3834 | 7.3834 | 7.9667 | 7.3834 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573395 | -578104 | -577063 | -572753 | 610118 | -577084 |
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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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