Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -906045.2949 | -237423.5598 | -668621.7352 | -97140.6258 | 817914.2743 | -915054.9 |
Total P&L (%) | -906.0453 | -237.4236 | -668.6217 | -97.1406 | 817.9143 | -915.0549 |
Avg Daily Profit (%) | -0.6127 | -0.1605 | -0.4521 | -0.2401 | 0.15 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1036716 | -361546 | -757607 | -1602582 | -479523 | -1136308 |
Profit Factor | 0.4873 | 0.6293 | 0.4066 | 0.9584 | 1.9918 | 0.395 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 395 | 189 | 206 | 263 | 132 | 131 |
Losing Trades | 101 | 59 | 42 | 233 | 116 | 117 |
Profitability (%) | 79.6371 | 76.2097 | 83.0645 | 53.0242 | 53.2258 | 52.8226 |
Ratio Avg Win / Avg Loss | 0.1246 | 0.1964 | 0.0829 | 0.8491 | 1.7504 | 0.3528 |
Largest Winning Trade | 20005 | 20005 | 18038 | 749773 | 749773 | 160907 |
Largest Losing Trade | -419996 | -65628 | -419996 | -695593 | -133768 | -695593 |
Avg Bars in Trades | 35 | 44 | 25 | 35 | 44 | 25 |
Avg Bars in Winners | 8 | 9 | 8 | 33 | 45 | 20 |
Avg Bars in Losers | 138 | 158 | 109 | 36 | 43 | 30 |
Bars Traded | 17360 | 11078 | 6282 | 17360 | 11078 | 6282 |
Profit Streak | 10.9965 | 11.0798 | 10.9965 | 10.9965 | 11.0798 | 10.9965 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573250 | -575998 | -574929 | -576700 | 475020 | -578750 |
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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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