Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -561762.6295 | 165907.7793 | -727670.4088 | 7966233.0699 | 2935328.7385 | 5030904.3315 |
Total P&L (%) | -561.7626 | 165.9078 | -727.6704 | 7966.2331 | 2935.3287 | 5030.9043 |
Avg Daily Profit (%) | -0.2491 | 0.0736 | -0.3227 | 0.1949 | 0.1515 | 0.1748 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -874009 | -46493 | -928126 | -9073050 | -3871366 | -8607575 |
Profit Factor | 0.5309 | 1.9411 | 0.2875 | 1.368 | 1.2715 | 1.4643 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 65.1515 | 60.6061 | 69.697 | 65.1515 | 60.6061 | 69.697 |
Ratio Avg Win / Avg Loss | 0.284 | 1.2617 | 0.125 | 0.7317 | 0.8265 | 0.6366 |
Largest Winning Trade | 61443 | 61443 | 49157 | 3128085 | 2633807 | 3128085 |
Largest Losing Trade | -669668 | -39686 | -669668 | -7148281 | -3364062 | -7148281 |
Avg Bars in Trades | 199 | 181 | 218 | 199 | 181 | 218 |
Avg Bars in Winners | 145 | 137 | 153 | 177 | 135 | 213 |
Avg Bars in Losers | 300 | 248 | 367 | 241 | 251 | 229 |
Bars Traded | 13179 | 5977 | 7202 | 13179 | 5977 | 7202 |
Profit Streak | 96.7176 | 98.551 | 96.7176 | 96.7176 | 98.551 | 96.7176 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705915 | -255594 | -577290 | -118310 | 294288 | 386304 |
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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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