Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -46596.8722 | 49389.406 | -95986.2782 | -129094.7763 | 154642.8429 | -283737.6192 |
Total P&L (%) | -46.5969 | 49.3894 | -95.9863 | -129.0948 | 154.6428 | -283.7376 |
Avg Daily Profit (%) | -0.0895 | 0.0948 | -0.1843 | 0 | 0.1796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175519 | -86191 | -152914 | -335101 | -33445 | -352833 |
Profit Factor | 0.957 | 1.1016 | 0.8393 | 0.8743 | 1.4569 | 0.588 |
Total Trades | 782 | 391 | 391 | 782 | 391 | 391 |
Winning Trades | 612 | 300 | 312 | 390 | 199 | 191 |
Losing Trades | 170 | 91 | 79 | 392 | 192 | 200 |
Profitability (%) | 78.2609 | 76.7263 | 79.7954 | 49.8721 | 50.8951 | 48.8491 |
Ratio Avg Win / Avg Loss | 0.2658 | 0.3342 | 0.2125 | 0.8788 | 1.4057 | 0.6157 |
Largest Winning Trade | 13794 | 11916 | 13794 | 40586 | 20165 | 40586 |
Largest Losing Trade | -134232 | -30061 | -134232 | -285265 | -33445 | -285265 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 15 | 15 | 15 | 33 | 36 | 29 |
Avg Bars in Losers | 91 | 92 | 89 | 30 | 30 | 30 |
Bars Traded | 24850 | 13060 | 11790 | 24850 | 13060 | 11790 |
Profit Streak | 3.7451 | 9.6826 | 3.7451 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572723 | -172151 | -575993 | -577311 | 342917 | -580306 |
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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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