Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7640.6863 | 172907.968 | -180548.6543 | 5118294.2482 | 713191.8961 | 4405102.3521 |
Total P&L (%) | -7.6407 | 172.908 | -180.5487 | 5118.2942 | 713.1919 | 4405.1024 |
Avg Daily Profit (%) | -0.0032 | 0.0717 | -0.0749 | 0.1642 | 0.087 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -419942 | -58202 | -453320 | -969546 | -975030 | -436288 |
Profit Factor | 0.9876 | 2.3872 | 0.6328 | 2.6731 | 1.3783 | 4.7526 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 19 | 20 | 39 | 18 | 21 |
Losing Trades | 19 | 10 | 9 | 19 | 11 | 8 |
Profitability (%) | 67.2414 | 65.5172 | 68.9655 | 67.2414 | 62.069 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.4811 | 1.2564 | 0.2848 | 1.3023 | 0.8423 | 1.8105 |
Largest Winning Trade | 72002 | 72002 | 48358 | 1150258 | 359317 | 1150258 |
Largest Losing Trade | -234058 | -31976 | -234058 | -568379 | -568379 | -436288 |
Avg Bars in Trades | 77 | 93 | 61 | 77 | 93 | 61 |
Avg Bars in Winners | 41 | 56 | 27 | 51 | 57 | 46 |
Avg Bars in Losers | 151 | 163 | 137 | 129 | 151 | 100 |
Bars Traded | 4484 | 2700 | 1784 | 4484 | 2700 | 1784 |
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 | -758042 | -91752 | -578374 | -165544 | -75984 | 653175 |
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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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