Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -298430.2648 | 60345.18 | -358775.4448 | 969556.4451 | -231347.534 | 1200903.9791 |
Total P&L (%) | -298.4303 | 60.3452 | -358.7754 | 969.5564 | -231.3475 | 1200.904 |
Avg Daily Profit (%) | -0.1658 | 0.0335 | -0.1993 | 0.1317 | 0 | 0.1426 |
Buy And Hold Return (%) | 68.6191 | 68.6191 | 68.6191 | 68.6191 | 68.6191 | 68.6191 |
Max Trade Drawdown | -573988 | -117811 | -545614 | -541713 | -619466 | -243118 |
Profit Factor | 0.6237 | 1.2627 | 0.3631 | 1.6959 | 0.7962 | 5.6537 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 56 | 27 | 29 | 52 | 23 | 29 |
Losing Trades | 12 | 7 | 5 | 16 | 11 | 5 |
Profitability (%) | 82.3529 | 79.4118 | 85.2941 | 76.4706 | 67.6471 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.1336 | 0.3274 | 0.0626 | 0.5218 | 0.3808 | 0.9748 |
Largest Winning Trade | 26929 | 26929 | 18153 | 568601 | 178075 | 568601 |
Largest Losing Trade | -298415 | -69831 | -298415 | -507885 | -507885 | -234319 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 21 | 13 | 30 | 27 | 9 | 42 |
Avg Bars in Losers | 171 | 178 | 160 | 114 | 125 | 91 |
Bars Traded | 3284 | 1605 | 1679 | 3284 | 1605 | 1679 |
Profit Streak | 141.214 | 141.214 | 598.214 | 141.214 | 141.214 | 823.714 |
Trades During Streak | 5 | 2 | 13 | 5 | 2 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688745 | -310938 | -574909 | -124949 | -577546 | 329823 |
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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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