Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -843443.241 | -198884.68 | -644558.561 | -101510.6384 | 1049627.5429 | -1151138.1813 |
Total P&L (%) | -843.4432 | -198.8847 | -644.5586 | -101.5106 | 1049.6275 | -1151.1382 |
Avg Daily Profit (%) | -0.5728 | -0.1351 | -0.4377 | 0 | 0.166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -908533 | -300434 | -690190 | -1422361 | -368099 | -1310500 |
Profit Factor | 0.5404 | 0.7097 | 0.4395 | 0.9602 | 2.0911 | 0.2744 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 182 | 84 | 98 | 134 | 75 | 59 |
Losing Trades | 111 | 62 | 49 | 159 | 71 | 88 |
Profitability (%) | 62.116 | 57.5342 | 66.6667 | 45.7338 | 51.3699 | 40.1361 |
Ratio Avg Win / Avg Loss | 0.3296 | 0.5238 | 0.2197 | 1.1393 | 1.9796 | 0.4093 |
Largest Winning Trade | 35344 | 35344 | 18051 | 811397 | 811397 | 147618 |
Largest Losing Trade | -438916 | -62869 | -438916 | -578314 | -197023 | -578314 |
Avg Bars in Trades | 19 | 25 | 14 | 19 | 25 | 14 |
Avg Bars in Winners | 8 | 9 | 7 | 23 | 29 | 16 |
Avg Bars in Losers | 38 | 46 | 28 | 16 | 20 | 12 |
Bars Traded | 5814 | 3704 | 2110 | 5814 | 3704 | 2110 |
Profit Streak | 4.829 | 0 | 6.079 | 0 | 17.329 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576840 | -579691 | -577808 | -578960 | 470812 | -584501 |
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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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