Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -83621.4479 | 202469.3738 | -286090.8217 | 1305597.1191 | 686512.2686 | 619084.8505 |
Total P&L (%) | -83.6214 | 202.4694 | -286.0908 | 1305.5971 | 686.5123 | 619.0849 |
Avg Daily Profit (%) | -0.0519 | 0.1258 | -0.1777 | 0.1643 | 0.1282 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -487043 | -89379 | -454413 | -1825660 | -605395 | -1009397 |
Profit Factor | 0.9074 | 1.8732 | 0.5739 | 1.4419 | 1.5275 | 1.3745 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 68 | 30 | 38 | 42 | 23 | 19 |
Losing Trades | 24 | 16 | 8 | 50 | 23 | 27 |
Profitability (%) | 73.913 | 65.2174 | 82.6087 | 45.6522 | 50 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.3203 | 0.999 | 0.1208 | 1.7165 | 1.5275 | 1.9533 |
Largest Winning Trade | 161650 | 161650 | 32767 | 829244 | 659871 | 829244 |
Largest Losing Trade | -373011 | -48149 | -373011 | -495584 | -317075 | -495584 |
Avg Bars in Trades | 49 | 59 | 39 | 49 | 59 | 39 |
Avg Bars in Winners | 20 | 18 | 21 | 56 | 64 | 46 |
Avg Bars in Losers | 132 | 136 | 126 | 43 | 54 | 34 |
Bars Traded | 4569 | 2746 | 1823 | 4569 | 2746 | 1823 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577154 | -22306 | -576561 | 300575 | -18818 | -30567 |
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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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