Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -412603.512 | 93198.2007 | -505801.7127 | -41789.8742 | 2106873.6712 | -2148663.5455 |
Total P&L (%) | -412.6035 | 93.1982 | -505.8017 | -41.7899 | 2106.8737 | -2148.6635 |
Avg Daily Profit (%) | -0.2197 | 0.0496 | -0.2694 | -0.0288 | 0.1649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -547908 | -234575 | -539314 | -6341092 | -3054674 | -4774221 |
Profit Factor | 0.7229 | 1.1965 | 0.5015 | 0.9969 | 1.378 | 0.7227 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 117 | 57 | 60 | 93 | 53 | 40 |
Losing Trades | 85 | 44 | 41 | 109 | 48 | 61 |
Profitability (%) | 57.9208 | 56.4356 | 59.4059 | 46.0396 | 52.4752 | 39.604 |
Ratio Avg Win / Avg Loss | 0.5252 | 0.9236 | 0.3427 | 1.1684 | 1.248 | 1.1022 |
Largest Winning Trade | 65522 | 65522 | 43476 | 1509707 | 1230764 | 1509707 |
Largest Losing Trade | -367657 | -48241 | -367657 | -1096673 | -1081351 | -1096673 |
Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Winners | 18 | 19 | 17 | 46 | 52 | 39 |
Avg Bars in Losers | 58 | 65 | 51 | 25 | 25 | 26 |
Bars Traded | 7191 | 4005 | 3186 | 7191 | 4005 | 3186 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578693 | -132159 | -579843 | -579593 | 300023 | -583439 |
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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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