Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1003418.7985 | -266088.7312 | -737330.0672 | -98010.2246 | 890126.7736 | -988136.9982 |
Total P&L (%) | -1003.4188 | -266.0887 | -737.3301 | -98.0102 | 890.1268 | -988.137 |
Avg Daily Profit (%) | -0.6776 | -0.1797 | -0.4979 | -0.2642 | 0.155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1179303 | -364415 | -861738 | -981922 | -268039 | -1216799 |
Profit Factor | 0.5214 | 0.6484 | 0.4498 | 0.9561 | 2.5629 | 0.4064 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 193 | 84 | 109 | 177 | 87 | 90 |
Losing Trades | 122 | 74 | 48 | 138 | 71 | 67 |
Profitability (%) | 61.2698 | 53.1646 | 69.4268 | 56.1905 | 55.0633 | 57.3248 |
Ratio Avg Win / Avg Loss | 0.3296 | 0.5712 | 0.1981 | 0.7455 | 2.0915 | 0.3026 |
Largest Winning Trade | 40281 | 40281 | 21262 | 239893 | 218862 | 239893 |
Largest Losing Trade | -577363 | -36167 | -577363 | -981415 | -217774 | -981415 |
Avg Bars in Trades | 56 | 62 | 49 | 56 | 62 | 49 |
Avg Bars in Winners | 34 | 36 | 33 | 46 | 54 | 38 |
Avg Bars in Losers | 89 | 92 | 85 | 68 | 72 | 63 |
Bars Traded | 17657 | 9923 | 7734 | 17657 | 9923 | 7734 |
Profit Streak | 2.9198 | 2.9198 | 17.2531 | 2.9198 | 2.9198 | 17.2531 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578427 | -581319 | -576925 | -579086 | 440792 | -578493 |
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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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