Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1028596.1215 | -291066.7746 | -737529.3469 | -99383.5339 | 808504.4499 | -907887.9838 |
Total P&L (%) | -1028.5961 | -291.0668 | -737.5293 | -99.3835 | 808.5045 | -907.888 |
Avg Daily Profit (%) | -0.6957 | -0.1969 | -0.4989 | -0.3436 | 0.1494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1089157 | -328652 | -777992 | -1073622 | -166189 | -1282643 |
Profit Factor | 0.5061 | 0.6312 | 0.4297 | 0.9569 | 2.3564 | 0.4692 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 260 | 118 | 142 | 228 | 113 | 115 |
Losing Trades | 127 | 75 | 52 | 159 | 80 | 79 |
Profitability (%) | 67.1835 | 61.1399 | 73.1959 | 58.9147 | 58.5492 | 59.2784 |
Ratio Avg Win / Avg Loss | 0.2472 | 0.4012 | 0.1574 | 0.6673 | 1.6683 | 0.3223 |
Largest Winning Trade | 16345 | 16082 | 16345 | 397130 | 282086 | 397130 |
Largest Losing Trade | -537368 | -35641 | -537368 | -882387 | -95786 | -882387 |
Avg Bars in Trades | 44 | 53 | 36 | 44 | 53 | 36 |
Avg Bars in Winners | 20 | 23 | 18 | 33 | 40 | 25 |
Avg Bars in Losers | 94 | 100 | 86 | 61 | 70 | 53 |
Bars Traded | 17403 | 10238 | 7165 | 17403 | 10238 | 7165 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576527 | -578878 | -577310 | -577599 | 461435 | -579115 |
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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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