Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -917370.6916 | -229831.3367 | -687539.3549 | -98702.7612 | 916459.6019 | -1015162.363 |
Total P&L (%) | -917.3707 | -229.8313 | -687.5394 | -98.7028 | 916.4596 | -1015.1624 |
Avg Daily Profit (%) | -0.6165 | -0.1545 | -0.4621 | -0.2916 | 0.156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1054299 | -311019 | -774829 | -1224896 | -131109 | -1335932 |
Profit Factor | 0.5603 | 0.7031 | 0.4761 | 0.9615 | 2.6203 | 0.4917 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 215 | 99 | 116 | 191 | 96 | 95 |
Losing Trades | 113 | 65 | 48 | 137 | 68 | 69 |
Profitability (%) | 65.5488 | 60.3659 | 70.7317 | 58.2317 | 58.5366 | 57.9268 |
Ratio Avg Win / Avg Loss | 0.2945 | 0.4616 | 0.197 | 0.6897 | 1.856 | 0.3571 |
Largest Winning Trade | 26366 | 26366 | 17102 | 355105 | 219820 | 355105 |
Largest Losing Trade | -525407 | -34809 | -525407 | -1224896 | -33319 | -1224896 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 9 | 10 | 8 | 13 | 15 | 11 |
Avg Bars in Losers | 33 | 33 | 34 | 23 | 24 | 23 |
Bars Traded | 5910 | 3217 | 2694 | 5910 | 3217 | 2694 |
Profit Streak | 0 | 11.2769 | 0 | 0 | 11.2769 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576769 | -578216 | -577509 | -577718 | 539376 | -579169 |
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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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