Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1059645.5648 | -320506.1814 | -739139.3834 | -99843.5062 | 789050.5279 | -888894.0341 |
Total P&L (%) | -1059.6456 | -320.5062 | -739.1394 | -99.8435 | 789.0505 | -888.894 |
Avg Daily Profit (%) | -0.7162 | -0.2166 | -0.4996 | -0.4357 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1174281 | -396417 | -816991 | -917803 | -185977 | -1039036 |
Profit Factor | 0.4506 | 0.5543 | 0.389 | 0.9467 | 2.5231 | 0.3435 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 174 | 80 | 94 | 156 | 82 | 74 |
Losing Trades | 104 | 59 | 45 | 122 | 57 | 65 |
Profitability (%) | 62.5899 | 57.554 | 67.6259 | 56.1151 | 58.9928 | 53.2374 |
Ratio Avg Win / Avg Loss | 0.2693 | 0.4088 | 0.1862 | 0.7403 | 1.7539 | 0.3018 |
Largest Winning Trade | 28990 | 28990 | 19369 | 222318 | 222318 | 167782 |
Largest Losing Trade | -504921 | -38526 | -504921 | -775048 | -98512 | -775048 |
Avg Bars in Trades | 62 | 75 | 50 | 62 | 75 | 50 |
Avg Bars in Winners | 30 | 34 | 27 | 50 | 62 | 36 |
Avg Bars in Losers | 117 | 131 | 98 | 78 | 94 | 65 |
Bars Traded | 17493 | 10532 | 6961 | 17493 | 10532 | 6961 |
Profit Streak | 16.1824 | 25.1824 | 16.1824 | 16.1824 | 25.1824 | 16.1824 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576154 | -578520 | -577609 | -576993 | 429185 | -579474 |
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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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