Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1009835.9681 | -251916.1426 | -757919.8256 | -98961.0253 | 857552.8077 | -956513.833 |
Total P&L (%) | -1009.836 | -251.9161 | -757.9198 | -98.961 | 857.5528 | -956.5138 |
Avg Daily Profit (%) | -0.6836 | -0.1705 | -0.5131 | -0.3087 | 0.1531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1129748 | -314249 | -842971 | -1174011 | -110692 | -1265605 |
Profit Factor | 0.5388 | 0.6831 | 0.4565 | 0.9584 | 2.6402 | 0.4842 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 239 | 106 | 133 | 215 | 106 | 109 |
Losing Trades | 122 | 75 | 47 | 146 | 75 | 71 |
Profitability (%) | 66.205 | 58.5635 | 73.8889 | 59.5568 | 58.5635 | 60.5556 |
Ratio Avg Win / Avg Loss | 0.275 | 0.4833 | 0.1613 | 0.6508 | 1.8681 | 0.3154 |
Largest Winning Trade | 26366 | 26366 | 20637 | 321196 | 211628 | 321196 |
Largest Losing Trade | -583153 | -35161 | -583153 | -1174011 | -30137 | -1174011 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 8 | 9 | 8 | 12 | 14 | 11 |
Avg Bars in Losers | 30 | 28 | 35 | 21 | 20 | 21 |
Bars Traded | 5876 | 3104 | 2771 | 5876 | 3104 | 2771 |
Profit Streak | 0 | 0 | 14.2367 | 0 | 0 | 14.2367 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576512 | -578997 | -576422 | -577374 | 520286 | -578150 |
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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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