Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -574716.6962 | -102096.8717 | -472619.8245 | -81267.4862 | 778299.23 | -859566.7162 |
Total P&L (%) | -574.7167 | -102.0969 | -472.6198 | -81.2675 | 778.2992 | -859.5667 |
Avg Daily Profit (%) | -0.3903 | -0.0693 | -0.321 | -0.1137 | 0.1477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -814250 | -249232 | -601152 | -987467 | -161632 | -1361495 |
Profit Factor | 0.6042 | 0.8122 | 0.4798 | 0.9639 | 2.2698 | 0.4755 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 101 | 40 | 61 | 79 | 41 | 38 |
Losing Trades | 65 | 43 | 22 | 87 | 42 | 45 |
Profitability (%) | 60.8434 | 48.1928 | 73.494 | 47.5904 | 49.3976 | 45.7831 |
Ratio Avg Win / Avg Loss | 0.3888 | 0.8731 | 0.173 | 1.0615 | 2.3252 | 0.5631 |
Largest Winning Trade | 45717 | 45717 | 20168 | 539130 | 350008 | 539130 |
Largest Losing Trade | -331042 | -66158 | -331042 | -856738 | -97575 | -856738 |
Avg Bars in Trades | 52 | 66 | 39 | 52 | 66 | 39 |
Avg Bars in Winners | 30 | 33 | 29 | 51 | 66 | 36 |
Avg Bars in Losers | 86 | 96 | 65 | 53 | 65 | 41 |
Bars Traded | 8725 | 5486 | 3238 | 8725 | 5486 | 3238 |
Profit Streak | 28.0458 | 28.0458 | 62.5458 | 28.0458 | 28.0458 | 62.5458 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577037 | -581272 | -576284 | -577713 | 316714 | -581248 |
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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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