Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -935432.5256 | -238177.9433 | -697254.5822 | -97384.1822 | 1119054.8779 | -1216439.0602 |
Total P&L (%) | -935.4325 | -238.1779 | -697.2546 | -97.3842 | 1119.0549 | -1216.4391 |
Avg Daily Profit (%) | -0.6353 | -0.1618 | -0.4735 | -0.2472 | 0.17 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1039438 | -320763 | -768401 | -1390431 | -535833 | -1690116 |
Profit Factor | 0.5262 | 0.682 | 0.431 | 0.974 | 1.7979 | 0.4792 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 186 | 87 | 99 | 156 | 83 | 73 |
Losing Trades | 100 | 56 | 44 | 130 | 60 | 70 |
Profitability (%) | 65.035 | 60.8392 | 69.2308 | 54.5455 | 58.042 | 51.049 |
Ratio Avg Win / Avg Loss | 0.2829 | 0.439 | 0.1916 | 0.8116 | 1.2997 | 0.4595 |
Largest Winning Trade | 34903 | 34903 | 20315 | 518556 | 357948 | 518556 |
Largest Losing Trade | -552952 | -36973 | -552952 | -818856 | -201289 | -818856 |
Avg Bars in Trades | 61 | 72 | 50 | 61 | 72 | 50 |
Avg Bars in Winners | 30 | 34 | 27 | 49 | 60 | 37 |
Avg Bars in Losers | 117 | 129 | 100 | 75 | 88 | 63 |
Bars Traded | 17481 | 10311 | 7170 | 17481 | 10311 | 7170 |
Profit Streak | 12.1937 | 23.5271 | 12.1937 | 12.1937 | 23.5271 | 12.1937 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576247 | -578514 | -577840 | -577607 | 431331 | -580197 |
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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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