Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1040554.5947 | -286154.9371 | -754399.6576 | -98809.7453 | 876729.5264 | -975539.2717 |
Total P&L (%) | -1040.5546 | -286.1549 | -754.3997 | -98.8097 | 876.7295 | -975.5393 |
Avg Daily Profit (%) | -0.7025 | -0.1932 | -0.5093 | -0.2987 | 0.154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1124469 | -324753 | -800970 | -1186737 | -188416 | -1322761 |
Profit Factor | 0.5568 | 0.6967 | 0.4628 | 0.969 | 1.8692 | 0.5532 |
Total Trades | 649 | 325 | 324 | 649 | 325 | 324 |
Winning Trades | 440 | 210 | 230 | 366 | 185 | 181 |
Losing Trades | 209 | 115 | 94 | 283 | 140 | 143 |
Profitability (%) | 67.7966 | 64.6154 | 70.9877 | 56.3945 | 56.9231 | 55.8642 |
Ratio Avg Win / Avg Loss | 0.2645 | 0.3815 | 0.1891 | 0.7493 | 1.4145 | 0.4371 |
Largest Winning Trade | 19098 | 19098 | 12935 | 318884 | 235188 | 318884 |
Largest Losing Trade | -569545 | -36045 | -569545 | -1131405 | -79652 | -1131405 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 11 | 12 | 10 | 19 | 23 | 14 |
Avg Bars in Losers | 60 | 68 | 50 | 37 | 43 | 31 |
Bars Traded | 17664 | 10511 | 7153 | 17664 | 10511 | 7153 |
Profit Streak | 0 | 0 | 18.7686 | 0 | 0 | 18.7686 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574386 | -577739 | -575119 | -576280 | 436408 | -577079 |
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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) |
---|