Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -358836.0939 | 88122.9676 | -446959.0615 | 2262798.9752 | 412876.2397 | 1849922.7354 |
Total P&L (%) | -358.8361 | 88.123 | -446.9591 | 2262.799 | 412.8762 | 1849.9227 |
Avg Daily Profit (%) | -0.1994 | 0.049 | -0.2483 | 0.1758 | 0.0909 | 0.1652 |
Buy And Hold Return (%) | 32.5913 | 32.5913 | 32.5913 | 32.5913 | 32.5913 | 32.5913 |
Max Trade Drawdown | -706271 | -153101 | -654366 | -1113184 | -1113184 | -295284 |
Profit Factor | 0.6364 | 1.3385 | 0.3849 | 2.1462 | 1.2559 | 6.1294 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 30 | 37 | 67 | 31 | 36 |
Losing Trades | 23 | 15 | 8 | 23 | 14 | 9 |
Profitability (%) | 74.4444 | 66.6667 | 82.2222 | 74.4444 | 68.8889 | 80 |
Ratio Avg Win / Avg Loss | 0.2185 | 0.6693 | 0.0832 | 0.7368 | 0.5672 | 1.5323 |
Largest Winning Trade | 28862 | 28862 | 21123 | 587792 | 364300 | 587792 |
Largest Losing Trade | -340949 | -70541 | -340949 | -1113184 | -1113184 | -229000 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 17 | 12 | 21 | 21 | 16 | 25 |
Avg Bars in Losers | 91 | 82 | 110 | 81 | 79 | 84 |
Bars Traded | 3282 | 1620 | 1663 | 3282 | 1620 | 1663 |
Profit Streak | 22.3501 | 147.8501 | 22.3501 | 22.3501 | 147.8501 | 22.3501 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575582 | -128581 | -575564 | 515944 | -69544 | 765575 |
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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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