Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -958627.1707 | -232018.4004 | -726608.7703 | -96322.7917 | 833073.4009 | -929396.1925 |
Total P&L (%) | -958.6272 | -232.0184 | -726.6088 | -96.3228 | 833.0734 | -929.3962 |
Avg Daily Profit (%) | -0.6458 | -0.1563 | -0.4895 | -0.2223 | 0.1506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1126925 | -320648 | -827477 | -1628209 | -214976 | -1660434 |
Profit Factor | 0.5911 | 0.7442 | 0.4944 | 0.9737 | 1.7105 | 0.6262 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 332 | 149 | 183 | 280 | 133 | 147 |
Losing Trades | 182 | 108 | 74 | 234 | 124 | 110 |
Profitability (%) | 64.5914 | 57.9767 | 71.2062 | 54.4747 | 51.751 | 57.1984 |
Ratio Avg Win / Avg Loss | 0.324 | 0.5394 | 0.1999 | 0.8137 | 1.5947 | 0.4686 |
Largest Winning Trade | 18957 | 18957 | 17102 | 630833 | 362554 | 630833 |
Largest Losing Trade | -603458 | -36869 | -603458 | -1203736 | -107577 | -1203736 |
Avg Bars in Trades | 5 | 6 | 5 | 5 | 6 | 5 |
Avg Bars in Winners | 3 | 3 | 3 | 4 | 5 | 3 |
Avg Bars in Losers | 10 | 10 | 10 | 7 | 7 | 7 |
Bars Traded | 2952 | 1644 | 1308 | 2952 | 1644 | 1308 |
Profit Streak | 7.4121 | 7.4121 | 22.4121 | 7.4121 | 7.4121 | 22.4121 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574778 | -577997 | -575496 | -576090 | 461889 | -577311 |
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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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