Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -817235.6211 | -178969.5471 | -638266.0739 | -79698.0308 | 837936.6269 | -917634.6576 |
Total P&L (%) | -817.2356 | -178.9695 | -638.2661 | -79.698 | 837.9366 | -917.6347 |
Avg Daily Profit (%) | -0.5548 | -0.1215 | -0.4333 | -0.1082 | 0.1521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -901739 | -236680 | -676402 | -846686 | -142207 | -1241208 |
Profit Factor | 0.5328 | 0.7047 | 0.4416 | 0.9695 | 2.1676 | 0.5158 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 162 | 71 | 91 | 140 | 71 | 69 |
Losing Trades | 82 | 51 | 31 | 104 | 51 | 53 |
Profitability (%) | 66.3934 | 58.1967 | 74.5902 | 57.377 | 58.1967 | 56.5574 |
Ratio Avg Win / Avg Loss | 0.2697 | 0.5062 | 0.1505 | 0.7202 | 1.557 | 0.3962 |
Largest Winning Trade | 30859 | 30859 | 27756 | 357848 | 162651 | 357848 |
Largest Losing Trade | -563770 | -32839 | -563770 | -846686 | -66254 | -846686 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 7 | 5 | 8 | 9 | 9 | 9 |
Avg Bars in Losers | 20 | 19 | 22 | 14 | 14 | 15 |
Bars Traded | 2856 | 1404 | 1452 | 2856 | 1404 | 1452 |
Profit Streak | 11.5512 | 50.5512 | 11.5512 | 11.5512 | 50.5512 | 11.5512 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575525 | -578185 | -576175 | -576694 | 516380 | -578790 |
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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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