Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -964447.0333 | -215885.3944 | -748561.639 | -101853.6484 | 842501.6059 | -944355.2543 |
Total P&L (%) | -964.447 | -215.8854 | -748.5616 | -101.8536 | 842.5016 | -944.3553 |
Avg Daily Profit (%) | -0.655 | -0.1466 | -0.5084 | 0 | 0.1525 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1058714 | -266707 | -815013 | -988303 | -97804 | -1130722 |
Profit Factor | 0.4581 | 0.5995 | 0.3966 | 0.9446 | 4.1998 | 0.4003 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 115 | 50 | 65 | 103 | 54 | 49 |
Losing Trades | 58 | 36 | 22 | 70 | 32 | 38 |
Profitability (%) | 66.474 | 58.1395 | 74.7126 | 59.5376 | 62.7907 | 56.3218 |
Ratio Avg Win / Avg Loss | 0.231 | 0.4316 | 0.1342 | 0.642 | 2.4888 | 0.3105 |
Largest Winning Trade | 30710 | 30710 | 28550 | 200496 | 200496 | 197867 |
Largest Losing Trade | -585664 | -31348 | -585664 | -988303 | -54151 | -988303 |
Avg Bars in Trades | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Winners | 32 | 28 | 36 | 48 | 51 | 44 |
Avg Bars in Losers | 83 | 73 | 99 | 51 | 39 | 61 |
Bars Traded | 8588 | 4051 | 4537 | 8588 | 4051 | 4537 |
Profit Streak | 10.9262 | 49.2595 | 10.9262 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576641 | -578630 | -576975 | -578635 | 592247 | -580280 |
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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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