Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1087562.7947 | -307545.0423 | -780017.7524 | -99764.3035 | 810381.342 | -910145.6455 |
Total P&L (%) | -1087.5628 | -307.545 | -780.0178 | -99.7643 | 810.3813 | -910.1456 |
Avg Daily Profit (%) | -0.7366 | -0.2083 | -0.5283 | -0.409 | 0.1497 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1177297 | -365727 | -830952 | -1256374 | -111881 | -1170116 |
Profit Factor | 0.4505 | 0.5868 | 0.3682 | 0.9395 | 3.518 | 0.3135 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 366 | 173 | 193 | 308 | 153 | 155 |
Losing Trades | 126 | 73 | 53 | 184 | 93 | 91 |
Profitability (%) | 74.3902 | 70.3252 | 78.4553 | 62.6016 | 62.1951 | 63.0081 |
Ratio Avg Win / Avg Loss | 0.1551 | 0.2476 | 0.1011 | 0.5612 | 2.1384 | 0.1841 |
Largest Winning Trade | 13707 | 13707 | 11932 | 634003 | 634003 | 222893 |
Largest Losing Trade | -552764 | -57885 | -552764 | -878352 | -52632 | -878352 |
Avg Bars in Trades | 35 | 42 | 28 | 35 | 42 | 28 |
Avg Bars in Winners | 12 | 13 | 11 | 24 | 31 | 16 |
Avg Bars in Losers | 102 | 109 | 92 | 54 | 58 | 49 |
Bars Traded | 17488 | 10367 | 7121 | 17488 | 10367 | 7121 |
Profit Streak | 13.2476 | 20.8309 | 13.2476 | 13.2476 | 20.8309 | 13.2476 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573282 | -575852 | -574481 | -574810 | 640914 | -576483 |
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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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