Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -935639.226 | -239227.1448 | -696412.0812 | -98910.188 | 882756.4654 | -981666.6535 |
Total P&L (%) | -935.6392 | -239.2271 | -696.4121 | -98.9102 | 882.7565 | -981.6667 |
Avg Daily Profit (%) | -0.6333 | -0.1619 | -0.4713 | -0.3054 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1081461 | -330535 | -778181 | -1210908 | -112759 | -1323233 |
Profit Factor | 0.5365 | 0.6717 | 0.4601 | 0.9587 | 2.8062 | 0.4846 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 207 | 94 | 113 | 187 | 94 | 93 |
Losing Trades | 107 | 63 | 44 | 127 | 63 | 64 |
Profitability (%) | 65.9236 | 59.8726 | 71.9745 | 59.5541 | 59.8726 | 59.2357 |
Ratio Avg Win / Avg Loss | 0.2773 | 0.4502 | 0.1791 | 0.6511 | 1.8808 | 0.3335 |
Largest Winning Trade | 26366 | 26366 | 20637 | 358544 | 206299 | 358544 |
Largest Losing Trade | -525407 | -34270 | -525407 | -1210908 | -40120 | -1210908 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 9 | 10 | 9 | 14 | 16 | 12 |
Avg Bars in Losers | 35 | 35 | 35 | 24 | 26 | 22 |
Bars Traded | 5847 | 3264 | 2584 | 5847 | 3264 | 2584 |
Profit Streak | 14.4515 | 55.4515 | 14.4515 | 14.4515 | 55.4515 | 14.4515 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575719 | -577357 | -576792 | -576545 | 591414 | -578444 |
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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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