Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -184945.2607 | 72025.9623 | -256971.223 | 4361130.9634 | 934480.3031 | 3426650.6603 |
Total P&L (%) | -184.9453 | 72.026 | -256.9712 | 4361.131 | 934.4803 | 3426.6507 |
Avg Daily Profit (%) | -0.1018 | 0.0397 | -0.1415 | 0.2094 | 0.1287 | 0.1964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -410044 | -41475 | -411283 | -1358154 | -944786 | -681968 |
Profit Factor | 0.7602 | 1.494 | 0.5892 | 2.0658 | 1.5252 | 2.4816 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 20 | 26 | 44 | 24 | 20 |
Losing Trades | 41 | 24 | 17 | 43 | 20 | 23 |
Profitability (%) | 52.8736 | 45.4545 | 60.4651 | 50.5747 | 54.5455 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.6776 | 1.7928 | 0.3852 | 2.0188 | 1.271 | 2.8538 |
Largest Winning Trade | 42848 | 33879 | 42848 | 1648592 | 747810 | 1648592 |
Largest Losing Trade | -354238 | -31348 | -354238 | -681968 | -356708 | -681968 |
Avg Bars in Trades | 34 | 18 | 50 | 34 | 18 | 50 |
Avg Bars in Winners | 30 | 20 | 38 | 34 | 17 | 55 |
Avg Bars in Losers | 38 | 17 | 69 | 34 | 19 | 46 |
Bars Traded | 2996 | 812 | 2184 | 2996 | 812 | 2184 |
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 | -580173 | -138974 | -579370 | 444661 | -18345 | 411507 |
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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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