Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -924427.1313 | -256696.4629 | -667730.6684 | -98879.5961 | 799424.5425 | -898304.1386 |
Total P&L (%) | -924.4271 | -256.6965 | -667.7307 | -98.8796 | 799.4245 | -898.3041 |
Avg Daily Profit (%) | -0.6243 | -0.1734 | -0.4509 | -0.3029 | 0.1485 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1025615 | -297940 | -761278 | -983166 | -177111 | -1217730 |
Profit Factor | 0.5022 | 0.6253 | 0.4302 | 0.9537 | 2.5468 | 0.4449 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 159 | 70 | 89 | 143 | 72 | 71 |
Losing Trades | 85 | 52 | 33 | 101 | 50 | 51 |
Profitability (%) | 65.1639 | 57.377 | 72.9508 | 58.6066 | 59.0164 | 58.1967 |
Ratio Avg Win / Avg Loss | 0.2685 | 0.4645 | 0.1595 | 0.6736 | 1.7686 | 0.3196 |
Largest Winning Trade | 25845 | 25845 | 20725 | 361767 | 258465 | 361767 |
Largest Losing Trade | -542547 | -38424 | -542547 | -907150 | -60850 | -907150 |
Avg Bars in Trades | 72 | 84 | 59 | 72 | 84 | 59 |
Avg Bars in Winners | 38 | 42 | 34 | 57 | 69 | 45 |
Avg Bars in Losers | 136 | 141 | 128 | 92 | 106 | 78 |
Bars Traded | 17636 | 10358 | 7278 | 17636 | 10358 | 7278 |
Profit Streak | 0 | 0 | 17.2531 | 0 | 0 | 17.2531 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577535 | -580051 | -577186 | -578385 | 408305 | -579376 |
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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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