Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -910248.5869 | -238065.7932 | -672182.7937 | -101931.5563 | 817990.6872 | -919922.2435 |
Total P&L (%) | -910.2486 | -238.0658 | -672.1828 | -101.9316 | 817.9907 | -919.9222 |
Avg Daily Profit (%) | -0.6182 | -0.1617 | -0.4565 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1095659 | -310666 | -809875 | -1126639 | -92417 | -1147144 |
Profit Factor | 0.4688 | 0.6011 | 0.3981 | 0.9339 | 4.846 | 0.3082 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 108 | 45 | 63 | 88 | 47 | 41 |
Losing Trades | 72 | 45 | 27 | 92 | 43 | 49 |
Profitability (%) | 60 | 50 | 70 | 48.8889 | 52.2222 | 45.5556 |
Ratio Avg Win / Avg Loss | 0.3125 | 0.6011 | 0.1706 | 0.9764 | 4.4336 | 0.3684 |
Largest Winning Trade | 39925 | 39925 | 26015 | 282374 | 282374 | 161855 |
Largest Losing Trade | -528323 | -47275 | -528323 | -978139 | -83409 | -978139 |
Avg Bars in Trades | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Winners | 29 | 34 | 26 | 49 | 59 | 37 |
Avg Bars in Losers | 77 | 84 | 65 | 47 | 58 | 38 |
Bars Traded | 8762 | 5321 | 3441 | 8762 | 5321 | 3441 |
Profit Streak | 48.9026 | 48.9026 | 64.236 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576937 | -579674 | -576779 | -580267 | 549813 | -582820 |
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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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