Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -864299.1502 | -197435.5638 | -666863.5864 | -98957.4972 | 865087.7112 | -964045.2084 |
Total P&L (%) | -864.2992 | -197.4356 | -666.8636 | -98.9575 | 865.0877 | -964.0452 |
Avg Daily Profit (%) | -0.5851 | -0.1337 | -0.4514 | -0.3084 | 0.1536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1104160 | -321037 | -802992 | -1293007 | -103154 | -1292855 |
Profit Factor | 0.533 | 0.6808 | 0.4588 | 0.9538 | 3.4284 | 0.4595 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 166 | 75 | 91 | 154 | 79 | 75 |
Losing Trades | 91 | 53 | 38 | 103 | 49 | 54 |
Profitability (%) | 64.5914 | 58.5938 | 70.5426 | 59.9222 | 61.7188 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.2922 | 0.4811 | 0.1916 | 0.6379 | 2.1265 | 0.3308 |
Largest Winning Trade | 28932 | 23208 | 28932 | 635683 | 635683 | 310340 |
Largest Losing Trade | -495470 | -59515 | -495470 | -1114398 | -52553 | -1114398 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 13 | 10 | 15 | 17 | 16 | 17 |
Avg Bars in Losers | 39 | 37 | 41 | 30 | 29 | 31 |
Bars Traded | 5748 | 2754 | 2994 | 5748 | 2754 | 2994 |
Profit Streak | 13.9866 | 51.9866 | 13.9866 | 13.9866 | 51.9866 | 13.9866 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576188 | -578025 | -577452 | -576793 | 624790 | -579060 |
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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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