Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -700497.4566 | -190942.5065 | -509554.9501 | -99894.9826 | 891178.5712 | -991073.5538 |
Total P&L (%) | -700.4975 | -190.9425 | -509.555 | -99.895 | 891.1786 | -991.0736 |
Avg Daily Profit (%) | -0.4757 | -0.1297 | -0.346 | -0.4647 | 0.1559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -825722 | -323923 | -607639 | -1367950 | -380535 | -1234050 |
Profit Factor | 0.553 | 0.6858 | 0.4688 | 0.9539 | 2.2217 | 0.311 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 168 | 76 | 92 | 146 | 75 | 71 |
Losing Trades | 109 | 62 | 47 | 131 | 63 | 68 |
Profitability (%) | 60.6498 | 55.0725 | 66.1871 | 52.7076 | 54.3478 | 51.0791 |
Ratio Avg Win / Avg Loss | 0.3588 | 0.5595 | 0.2395 | 0.8559 | 1.8663 | 0.2979 |
Largest Winning Trade | 34670 | 34670 | 17391 | 607437 | 607437 | 208560 |
Largest Losing Trade | -353011 | -62779 | -353011 | -623979 | -155051 | -623979 |
Avg Bars in Trades | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Winners | 7 | 7 | 7 | 19 | 25 | 13 |
Avg Bars in Losers | 40 | 47 | 31 | 21 | 25 | 17 |
Bars Traded | 5705 | 3553 | 2152 | 5705 | 3553 | 2152 |
Profit Streak | 6.8473 | 10.0973 | 6.8473 | 6.8473 | 10.0973 | 6.8473 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576513 | -579369 | -577901 | -577542 | 475309 | -579860 |
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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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