Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8274.5936 | 188544.9232 | -196819.5169 | 121509.7998 | 84344.8445 | 37164.9553 |
Total P&L (%) | -8.2746 | 188.5449 | -196.8195 | 121.5098 | 84.3448 | 37.165 |
Avg Daily Profit (%) | -0.0067 | 0.1525 | -0.1592 | 0.0644 | 0.0495 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -354632 | -33573 | -158681 | -387676 | -64676 | -102896 |
Profit Factor | 0.9888 | 2.1141 | 0.6545 | 1.1805 | 1.5171 | 1.0729 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 27 | 25 | 46 | 25 | 21 |
Losing Trades | 31 | 15 | 16 | 37 | 17 | 20 |
Profitability (%) | 62.6506 | 64.2857 | 60.9756 | 55.4217 | 59.5238 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.5895 | 1.1745 | 0.4189 | 0.9495 | 1.0316 | 1.0218 |
Largest Winning Trade | 61958 | 61958 | 33038 | 333512 | 72089 | 333512 |
Largest Losing Trade | -257462 | -33573 | -257462 | -251635 | -53845 | -251635 |
Avg Bars in Trades | 42 | 25 | 60 | 42 | 25 | 60 |
Avg Bars in Winners | 35 | 20 | 51 | 36 | 21 | 53 |
Avg Bars in Losers | 54 | 33 | 74 | 50 | 30 | 67 |
Bars Traded | 3550 | 1068 | 2482 | 3550 | 1068 | 2482 |
Profit Streak | 53.6971 | 115.3637 | 53.6971 | 53.6971 | 115.3637 | 53.6971 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578730 | 491405 | -578756 | -129803 | -122490 | -300811 |
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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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