Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -888681.9989 | -189000.2402 | -699681.7588 | -82989.1252 | 916116.1314 | -999105.2566 |
Total P&L (%) | -888.682 | -189.0002 | -699.6818 | -82.9891 | 916.1161 | -999.1053 |
Avg Daily Profit (%) | -0.5989 | -0.1274 | -0.4715 | -0.1193 | 0.1564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1024786 | -265080 | -783811 | -1018138 | -246772 | -1346601 |
Profit Factor | 0.656 | 0.8131 | 0.5549 | 0.9787 | 1.6714 | 0.6041 |
Total Trades | 709 | 355 | 354 | 709 | 355 | 354 |
Winning Trades | 370 | 171 | 199 | 360 | 180 | 180 |
Losing Trades | 339 | 184 | 155 | 349 | 175 | 174 |
Profitability (%) | 52.1862 | 48.169 | 56.2147 | 50.7757 | 50.7042 | 50.8475 |
Ratio Avg Win / Avg Loss | 0.601 | 0.8749 | 0.4322 | 0.9488 | 1.625 | 0.5839 |
Largest Winning Trade | 30429 | 30429 | 16870 | 337662 | 234054 | 337662 |
Largest Losing Trade | -612167 | -33755 | -612167 | -946893 | -145948 | -946893 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 18 | 19 | 18 | 23 | 27 | 19 |
Avg Bars in Losers | 31 | 34 | 27 | 26 | 27 | 25 |
Bars Traded | 17662 | 9743 | 7919 | 17662 | 9743 | 7919 |
Profit Streak | 6.745 | 6.745 | 20.995 | 6.745 | 6.745 | 20.995 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575352 | -579224 | -576886 | -575535 | 474752 | -577582 |
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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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