Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -743706.2317 | -161811.8561 | -581894.3756 | -103394.7541 | 906527.9085 | -1009922.6626 |
Total P&L (%) | -743.7062 | -161.8119 | -581.8944 | -103.3948 | 906.5279 | -1009.9227 |
Avg Daily Profit (%) | -0.5051 | -0.1099 | -0.3952 | 0 | 0.1569 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -893134 | -273705 | -637333 | -1040271 | -300822 | -1353979 |
Profit Factor | 0.637 | 0.802 | 0.5274 | 0.9646 | 2.1399 | 0.5257 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 151 | 69 | 82 | 168 | 87 | 81 |
Losing Trades | 176 | 95 | 81 | 159 | 77 | 82 |
Profitability (%) | 46.1774 | 42.0732 | 50.3067 | 51.3761 | 53.0488 | 49.6933 |
Ratio Avg Win / Avg Loss | 0.7424 | 1.1042 | 0.521 | 0.913 | 1.8939 | 0.5321 |
Largest Winning Trade | 46007 | 46007 | 32781 | 283777 | 173168 | 283777 |
Largest Losing Trade | -413427 | -30599 | -413427 | -975328 | -117050 | -975328 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 47 | 49 | 46 | 52 | 59 | 44 |
Avg Bars in Losers | 58 | 63 | 51 | 54 | 55 | 53 |
Bars Traded | 17451 | 9443 | 8007 | 17451 | 9443 | 8007 |
Profit Streak | 0 | 0 | 0 | 19.398 | 19.398 | 29.148 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580554 | -581890 | -580439 | -577824 | 467884 | -579592 |
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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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