Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -968245.0341 | -267803.8965 | -700441.1376 | -100643.8519 | 741186.4443 | -841830.2962 |
Total P&L (%) | -968.245 | -267.8039 | -700.4411 | -100.6439 | 741.1864 | -841.8303 |
Avg Daily Profit (%) | -0.6534 | -0.1807 | -0.4727 | 0 | 0.1438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1045628 | -309400 | -774687 | -1131343 | -57066 | -1109835 |
Profit Factor | 0.4875 | 0.6181 | 0.4105 | 0.9389 | 3.4923 | 0.3759 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 230 | 107 | 123 | 179 | 98 | 81 |
Losing Trades | 82 | 49 | 33 | 133 | 58 | 75 |
Profitability (%) | 73.7179 | 68.5897 | 78.8462 | 57.3718 | 62.8205 | 51.9231 |
Ratio Avg Win / Avg Loss | 0.1738 | 0.2831 | 0.1101 | 0.6976 | 2.0669 | 0.348 |
Largest Winning Trade | 15343 | 14921 | 15343 | 533473 | 533473 | 252931 |
Largest Losing Trade | -476986 | -56530 | -476986 | -895104 | -42492 | -895104 |
Avg Bars in Trades | 56 | 69 | 42 | 56 | 69 | 42 |
Avg Bars in Winners | 21 | 23 | 19 | 50 | 63 | 34 |
Avg Bars in Losers | 154 | 170 | 130 | 63 | 79 | 52 |
Bars Traded | 17542 | 10867 | 6675 | 17542 | 10867 | 6675 |
Profit Streak | 0 | 0 | 18.5064 | 12.3397 | 12.8397 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576071 | -578106 | -575433 | -577572 | 309448 | -580266 |
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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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