Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3020.5131 | 195326.5922 | -198347.1052 | 5442917.4202 | 1306556.5671 | 4136360.8531 |
Total P&L (%) | -3.0205 | 195.3266 | -198.3471 | 5442.9174 | 1306.5566 | 4136.3609 |
Avg Daily Profit (%) | -0.0014 | 0.0899 | -0.0913 | 0.1849 | 0.1217 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -496450 | -58120 | -504879 | -1617841 | -1795524 | -901616 |
Profit Factor | 0.9969 | 1.6754 | 0.7122 | 1.6065 | 1.2581 | 2.0576 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 70 | 33 | 37 | 68 | 33 | 35 |
Losing Trades | 34 | 19 | 15 | 36 | 19 | 17 |
Profitability (%) | 67.3077 | 63.4615 | 71.1538 | 65.3846 | 63.4615 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.4842 | 0.9646 | 0.2887 | 0.8505 | 0.7243 | 0.9994 |
Largest Winning Trade | 81452 | 81452 | 50794 | 1080736 | 650229 | 1080736 |
Largest Losing Trade | -372548 | -39936 | -372548 | -1022123 | -1022123 | -838737 |
Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
Avg Bars in Winners | 45 | 42 | 48 | 52 | 47 | 57 |
Avg Bars in Losers | 83 | 69 | 101 | 67 | 60 | 75 |
Bars Traded | 6016 | 2718 | 3298 | 6016 | 2718 | 3298 |
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 | -577979 | -250869 | -758091 | 375954 | -210223 | -168875 |
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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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