Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -991046.8461 | -261302.9902 | -729743.8559 | -98311.8387 | 964632.9622 | -1062944.8009 |
Total P&L (%) | -991.0468 | -261.303 | -729.7439 | -98.3118 | 964.633 | -1062.9448 |
Avg Daily Profit (%) | -0.6688 | -0.1763 | -0.4925 | -0.2751 | 0.1597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1093750 | -312942 | -804713 | -1245334 | -48298 | -1350395 |
Profit Factor | 0.4274 | 0.62 | 0.3004 | 0.9375 | 8.3226 | 0.2621 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 150 | 73 | 77 | 140 | 73 | 67 |
Losing Trades | 74 | 39 | 35 | 84 | 39 | 45 |
Profitability (%) | 66.9643 | 65.1786 | 68.75 | 62.5 | 65.1786 | 59.8214 |
Ratio Avg Win / Avg Loss | 0.2109 | 0.3312 | 0.1366 | 0.5625 | 4.4463 | 0.176 |
Largest Winning Trade | 22384 | 22384 | 15509 | 492865 | 492865 | 215944 |
Largest Losing Trade | -553591 | -76524 | -553591 | -1223973 | -15935 | -1223973 |
Avg Bars in Trades | 78 | 124 | 31 | 78 | 124 | 31 |
Avg Bars in Winners | 26 | 39 | 15 | 55 | 90 | 17 |
Avg Bars in Losers | 182 | 283 | 68 | 115 | 187 | 52 |
Bars Traded | 17519 | 13948 | 3571 | 17519 | 13948 | 3571 |
Profit Streak | 0 | 0 | 19.3282 | 0 | 0 | 19.3282 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577406 | -579066 | -578045 | -577985 | 645598 | -579202 |
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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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