Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1017019.239 | -304006.7051 | -713012.5338 | -99159.9764 | 955415.8428 | -1054575.8192 |
Total P&L (%) | -1017.0192 | -304.0067 | -713.0125 | -99.16 | 955.4158 | -1054.5758 |
Avg Daily Profit (%) | -0.6841 | -0.2045 | -0.4796 | -0.321 | 0.1586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1108066 | -349824 | -779536 | -1097009 | -228208 | -1419159 |
Profit Factor | 0.4859 | 0.5916 | 0.4222 | 0.9666 | 2.1246 | 0.5027 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 188 | 84 | 104 | 156 | 77 | 79 |
Losing Trades | 103 | 61 | 42 | 135 | 68 | 67 |
Profitability (%) | 64.6048 | 57.931 | 71.2329 | 53.6082 | 53.1034 | 54.1096 |
Ratio Avg Win / Avg Loss | 0.2662 | 0.4296 | 0.1705 | 0.8365 | 1.8763 | 0.4263 |
Largest Winning Trade | 20414 | 15212 | 20414 | 463640 | 263347 | 463640 |
Largest Losing Trade | -526338 | -35641 | -526338 | -967541 | -76264 | -967541 |
Avg Bars in Trades | 60 | 73 | 48 | 60 | 73 | 48 |
Avg Bars in Winners | 27 | 29 | 26 | 46 | 54 | 37 |
Avg Bars in Losers | 121 | 133 | 104 | 77 | 94 | 61 |
Bars Traded | 17722 | 10621 | 7101 | 17722 | 10621 | 7101 |
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 | -577362 | -579920 | -578193 | -578788 | 430455 | -580412 |
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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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