Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -566312.3596 | -41699.5331 | -524612.8265 | -3190722.8153 | 1602011.9165 | -4792734.7318 |
Total P&L (%) | -566.3124 | -41.6995 | -524.6128 | -3190.7228 | 1602.0119 | -4792.7347 |
Avg Daily Profit (%) | -0.3846 | -0.0283 | -0.3563 | 0 | 0.1927 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -659594 | -77167 | -615883 | -10908930 | -731072 | -10962056 |
Profit Factor | 0.6276 | 0.7886 | 0.6036 | 0.8774 | 1.5313 | 0.7918 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 146 | 63 | 83 | 107 | 59 | 48 |
Losing Trades | 63 | 42 | 21 | 102 | 46 | 56 |
Profitability (%) | 69.8565 | 60 | 79.8077 | 51.1962 | 56.1905 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.2708 | 0.5257 | 0.1527 | 0.8364 | 1.1939 | 0.9237 |
Largest Winning Trade | 27094 | 12548 | 27094 | 3822167 | 614672 | 3822167 |
Largest Losing Trade | -464501 | -32719 | -464501 | -6557476 | -549862 | -6557476 |
Avg Bars in Trades | 82 | 6 | 159 | 82 | 6 | 159 |
Avg Bars in Winners | 67 | 4 | 115 | 78 | 7 | 165 |
Avg Bars in Losers | 118 | 10 | 335 | 87 | 6 | 154 |
Bars Traded | 17308 | 721 | 16587 | 17308 | 721 | 16587 |
Profit Streak | 0 | 0 | 65.527 | 5.4436 | 65.277 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577109 | -579478 | -576354 | -578821 | 390145 | -582550 |
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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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