Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -288079.3941 | -36028.8855 | -252050.5086 | -55987.1708 | 405743.4576 | -461730.6285 |
Total P&L (%) | -288.0794 | -36.0289 | -252.0505 | -55.9872 | 405.7435 | -461.7306 |
Avg Daily Profit (%) | -0.2796 | -0.035 | -0.2446 | -0.0796 | 0.1574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -395465 | -192465 | -299853 | -887545 | -274008 | -757832 |
Profit Factor | 0.7448 | 0.918 | 0.6345 | 0.9735 | 1.4933 | 0.6414 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 103 | 50 | 53 | 75 | 43 | 32 |
Losing Trades | 81 | 42 | 39 | 109 | 49 | 60 |
Profitability (%) | 55.9783 | 54.3478 | 57.6087 | 40.7609 | 46.7391 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.5857 | 0.7711 | 0.4669 | 1.4148 | 1.7017 | 1.2026 |
Largest Winning Trade | 35230 | 35230 | 23245 | 179461 | 175335 | 179461 |
Largest Losing Trade | -249536 | -48891 | -249536 | -284696 | -76215 | -284696 |
Avg Bars in Trades | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Winners | 48 | 40 | 55 | 82 | 83 | 81 |
Avg Bars in Losers | 88 | 92 | 84 | 54 | 48 | 60 |
Bars Traded | 12160 | 5934 | 6226 | 12160 | 5934 | 6226 |
Profit Streak | 8.7233 | 8.8066 | 0 | 8.7233 | 8.8066 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578369 | -579853 | -580100 | -581070 | 314146 | -585337 |
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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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