Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1018255.5208 | -66031.9536 | -952223.5671 | -173767.9467 | 3357681.2751 | -3531449.2219 |
Total P&L (%) | -1018.2555 | -66.032 | -952.2236 | -173.7679 | 3357.6813 | -3531.4492 |
Avg Daily Profit (%) | -0.5495 | -0.0356 | -0.5139 | 0 | 0.1914 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1103520 | -200112 | -98210 | -4317610 | -1490368 | -3409866 |
Profit Factor | 0.3262 | 0.7711 | 0.2213 | 0.9784 | 2.2981 | 0.3543 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 17 | 19 | 24 | 14 | 10 |
Losing Trades | 24 | 13 | 11 | 36 | 16 | 20 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 40 | 46.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.2175 | 0.5896 | 0.1281 | 1.4676 | 2.6264 | 0.7086 |
Largest Winning Trade | 48455 | 40711 | 48455 | 1778936 | 1778936 | 1039849 |
Largest Losing Trade | -1038526 | -51078 | -1038526 | -1314564 | -729981 | -1314564 |
Avg Bars in Trades | 119 | 144 | 94 | 119 | 144 | 94 |
Avg Bars in Winners | 48 | 49 | 48 | 197 | 253 | 119 |
Avg Bars in Losers | 224 | 268 | 172 | 67 | 49 | 81 |
Bars Traded | 7155 | 4334 | 2821 | 7155 | 4334 | 2821 |
Profit Streak | 27.6843 | 30.1843 | 27.6843 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751970 | -579421 | -578556 | -756777 | 395854 | -587306 |
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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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