Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1232383.5499 | -350882.6516 | -881500.8983 | -99771.5295 | 883672.6065 | -983444.136 |
Total P&L (%) | -1232.3836 | -350.8827 | -881.5009 | -99.7715 | 883.6726 | -983.4441 |
Avg Daily Profit (%) | -0.8314 | -0.2367 | -0.5947 | -0.4094 | 0.1544 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1351788 | -418097 | -947267 | -1252971 | -109128 | -1307050 |
Profit Factor | 0.5125 | 0.6345 | 0.4377 | 0.9595 | 2.4847 | 0.4741 |
Total Trades | 569 | 285 | 284 | 569 | 285 | 284 |
Winning Trades | 388 | 179 | 209 | 324 | 155 | 169 |
Losing Trades | 181 | 106 | 75 | 245 | 130 | 115 |
Profitability (%) | 68.1898 | 62.807 | 73.5915 | 56.942 | 54.386 | 59.507 |
Ratio Avg Win / Avg Loss | 0.2391 | 0.3758 | 0.1571 | 0.7256 | 2.084 | 0.3226 |
Largest Winning Trade | 21418 | 21418 | 15828 | 293836 | 246433 | 293836 |
Largest Losing Trade | -603458 | -37622 | -603458 | -1251508 | -68273 | -1251508 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 5 | 5 | 5 | 7 | 9 | 6 |
Avg Bars in Losers | 21 | 21 | 20 | 13 | 14 | 13 |
Bars Traded | 5887 | 3271 | 2616 | 5887 | 3271 | 2616 |
Profit Streak | 5.7746 | 5.7746 | 20.0246 | 5.7746 | 5.7746 | 20.0246 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573996 | -577203 | -575042 | -575454 | 535178 | -576868 |
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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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