Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -731321.6818 | -62661.4846 | -668660.1972 | -42266.1758 | 1093784.1215 | -1136050.2973 |
Total P&L (%) | -731.3217 | -62.6615 | -668.6602 | -42.2662 | 1093.7841 | -1136.0503 |
Avg Daily Profit (%) | -0.4576 | -0.0392 | -0.4184 | -0.0344 | 0.1553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -892091 | -157782 | -782312 | -2241674 | -489183 | -2030645 |
Profit Factor | 0.57 | 0.8791 | 0.4344 | 0.9919 | 1.5884 | 0.6627 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 140 | 64 | 76 | 92 | 45 | 47 |
Losing Trades | 60 | 36 | 24 | 108 | 55 | 53 |
Profitability (%) | 70 | 64 | 76 | 46 | 45 | 47 |
Ratio Avg Win / Avg Loss | 0.2443 | 0.4945 | 0.1372 | 1.1644 | 1.9414 | 0.7474 |
Largest Winning Trade | 25712 | 25712 | 21009 | 770583 | 770583 | 317341 |
Largest Losing Trade | -495382 | -56986 | -495382 | -1522689 | -157124 | -1522689 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 21 | 21 | 21 | 54 | 63 | 46 |
Avg Bars in Losers | 108 | 110 | 104 | 41 | 45 | 36 |
Bars Traded | 9486 | 5364 | 4122 | 9486 | 5364 | 4122 |
Profit Streak | 11.5854 | 21.0854 | 11.5854 | 11.5854 | 21.0854 | 11.5854 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576049 | -578699 | -576786 | -578530 | 321585 | -581601 |
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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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