Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1018227.4636 | -251661.4308 | -766566.0328 | -98322.0693 | 868184.388 | -966506.4572 |
Total P&L (%) | -1018.2275 | -251.6614 | -766.566 | -98.3221 | 868.1844 | -966.5065 |
Avg Daily Profit (%) | -0.6858 | -0.1695 | -0.5163 | -0.2749 | 0.153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1128397 | -308592 | -858961 | -1268302 | -83775 | -1221690 |
Profit Factor | 0.439 | 0.5817 | 0.3683 | 0.9434 | 4.0008 | 0.3329 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 126 | 56 | 70 | 96 | 46 | 50 |
Losing Trades | 66 | 40 | 26 | 96 | 50 | 46 |
Profitability (%) | 65.625 | 58.3333 | 72.9167 | 50 | 47.9167 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.23 | 0.4155 | 0.1368 | 0.9434 | 4.3487 | 0.3063 |
Largest Winning Trade | 25845 | 25845 | 20852 | 625021 | 625021 | 236728 |
Largest Losing Trade | -524983 | -65236 | -524983 | -955187 | -54560 | -955187 |
Avg Bars in Trades | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Winners | 45 | 46 | 44 | 92 | 108 | 77 |
Avg Bars in Losers | 181 | 191 | 165 | 91 | 105 | 77 |
Bars Traded | 17654 | 10232 | 7422 | 17654 | 10232 | 7422 |
Profit Streak | 0 | 0 | 20.6025 | 0 | 0 | 20.6025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577747 | -579995 | -577274 | -579772 | 489251 | -580252 |
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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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