Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -957816.7834 | -241748.9235 | -716067.86 | -100183.2753 | 1072667.9861 | -1172851.2614 |
Total P&L (%) | -957.8168 | -241.7489 | -716.0679 | -100.1833 | 1072.668 | -1172.8513 |
Avg Daily Profit (%) | -0.6467 | -0.1632 | -0.4835 | 0 | 0.1664 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1122943 | -322635 | -825154 | -1184880 | -224186 | -1340209 |
Profit Factor | 0.554 | 0.7067 | 0.4589 | 0.955 | 3.3015 | 0.3334 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 202 | 89 | 113 | 149 | 85 | 64 |
Losing Trades | 141 | 83 | 58 | 194 | 87 | 107 |
Profitability (%) | 58.8921 | 51.7442 | 66.0819 | 43.4402 | 49.4186 | 37.4269 |
Ratio Avg Win / Avg Loss | 0.3867 | 0.6591 | 0.2356 | 1.2434 | 3.3792 | 0.5574 |
Largest Winning Trade | 40992 | 40992 | 17682 | 264870 | 264870 | 171004 |
Largest Losing Trade | -603482 | -42279 | -603482 | -1184880 | -174752 | -1184880 |
Avg Bars in Trades | 12 | 14 | 11 | 12 | 14 | 11 |
Avg Bars in Winners | 7 | 8 | 7 | 18 | 19 | 17 |
Avg Bars in Losers | 19 | 19 | 19 | 8 | 9 | 7 |
Bars Traded | 4415 | 2433 | 1982 | 4415 | 2433 | 1982 |
Profit Streak | 0 | 0 | 17.735 | 11.4017 | 14.4017 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577554 | -579928 | -577509 | -578957 | 541851 | -585049 |
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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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