Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -161754.4072 | 150807.1678 | -312561.5751 | 1656260.7374 | -2251244.5615 | 3907505.2989 |
Total P&L (%) | -161.7544 | 150.8072 | -312.5616 | 1656.2607 | -2251.2446 | 3907.5053 |
Avg Daily Profit (%) | -0.0851 | 0.0793 | -0.1644 | 0.1509 | 0 | 0.1944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -548064 | -63714 | -485429 | -5771182 | -2849663 | -3833378 |
Profit Factor | 0.8127 | 1.6796 | 0.513 | 1.1731 | 0.5477 | 1.8513 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 15 | 21 | 28 | 15 | 13 |
Losing Trades | 24 | 15 | 9 | 32 | 15 | 17 |
Profitability (%) | 60 | 50 | 70 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.5418 | 1.6796 | 0.2199 | 1.3407 | 0.5477 | 2.4209 |
Largest Winning Trade | 63146 | 63146 | 37743 | 6795460 | 408139 | 6795460 |
Largest Losing Trade | -474330 | -44330 | -474330 | -1199954 | -1199954 | -797404 |
Avg Bars in Trades | 90 | 100 | 81 | 90 | 100 | 81 |
Avg Bars in Winners | 58 | 56 | 60 | 88 | 99 | 75 |
Avg Bars in Losers | 138 | 143 | 131 | 93 | 100 | 87 |
Bars Traded | 5457 | 3000 | 2457 | 5457 | 3000 | 2457 |
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 | -752981 | -83879 | -578232 | -197267 | -580825 | 319060 |
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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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