Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1119337.125 | -310084.8167 | -809252.3083 | -99433.7162 | 755145.6613 | -854579.3775 |
Total P&L (%) | -1119.3371 | -310.0848 | -809.2523 | -99.4337 | 755.1457 | -854.5794 |
Avg Daily Profit (%) | -0.7602 | -0.2106 | -0.5496 | -0.3508 | 0.1459 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1242497 | -392379 | -873294 | -1159675 | -133177 | -1229717 |
Profit Factor | 0.5214 | 0.6554 | 0.4376 | 0.9571 | 2.2343 | 0.4989 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 289 | 131 | 158 | 251 | 124 | 127 |
Losing Trades | 141 | 84 | 57 | 179 | 91 | 88 |
Profitability (%) | 67.2093 | 60.9302 | 73.4884 | 58.3721 | 57.6744 | 59.0698 |
Ratio Avg Win / Avg Loss | 0.2544 | 0.4202 | 0.1579 | 0.6825 | 1.6397 | 0.3457 |
Largest Winning Trade | 20308 | 19810 | 20308 | 401900 | 243522 | 401900 |
Largest Losing Trade | -572060 | -36488 | -572060 | -1014346 | -82825 | -1014346 |
Avg Bars in Trades | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Winners | 20 | 21 | 19 | 31 | 36 | 25 |
Avg Bars in Losers | 82 | 84 | 79 | 54 | 59 | 49 |
Bars Traded | 17528 | 9947 | 7581 | 17528 | 9947 | 7581 |
Profit Streak | 13.1585 | 27.5752 | 13.1585 | 13.1585 | 27.5752 | 13.1585 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575219 | -577252 | -576556 | -576365 | 340066 | -578425 |
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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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