Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -623579.0396 | -134961.4739 | -488617.5657 | -99342.4976 | 948113.3942 | -1047455.8919 |
Total P&L (%) | -623.579 | -134.9615 | -488.6176 | -99.3425 | 948.1134 | -1047.4559 |
Avg Daily Profit (%) | -0.4213 | -0.0912 | -0.3301 | -0.3389 | 0.1589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -838267 | -255372 | -591984 | -1239852 | -54558 | -1550429 |
Profit Factor | 0.5616 | 0.7252 | 0.4753 | 0.9527 | 4.0175 | 0.4137 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 106 | 47 | 59 | 86 | 45 | 41 |
Losing Trades | 78 | 45 | 33 | 98 | 47 | 51 |
Profitability (%) | 57.6087 | 51.087 | 64.1304 | 46.7391 | 48.913 | 44.5652 |
Ratio Avg Win / Avg Loss | 0.4133 | 0.6944 | 0.2658 | 1.0856 | 4.196 | 0.5146 |
Largest Winning Trade | 42371 | 42371 | 38747 | 400518 | 400518 | 350790 |
Largest Losing Trade | -411924 | -64575 | -411924 | -1239852 | -45164 | -1239852 |
Avg Bars in Trades | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Winners | 16 | 17 | 14 | 27 | 31 | 22 |
Avg Bars in Losers | 34 | 38 | 28 | 20 | 24 | 17 |
Bars Traded | 4360 | 2550 | 1810 | 4360 | 2550 | 1810 |
Profit Streak | 20.6836 | 29.3503 | 20.6836 | 20.6836 | 29.3503 | 20.6836 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577492 | -579662 | -578146 | -578080 | 551253 | -582369 |
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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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