Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241986.2145 | 114252.4248 | -1356238.6393 | 231177.1364 | -20425448.1797 | 20656625.3161 |
Total P&L (%) | -1241.9862 | 114.2524 | -1356.2386 | 231.1771 | -20425.4482 | 20656.6253 |
Avg Daily Profit (%) | -0.5361 | 0.0493 | -0.5854 | 0.0517 | 0 | 0.2306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1640410 | -169410 | -1571382 | -33491292 | -21389929 | -19662009 |
Profit Factor | 0.4152 | 1.3898 | 0.2591 | 1.005 | 0.1051 | 1.8939 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 49 | 21 | 28 |
Losing Trades | 36 | 20 | 16 | 40 | 24 | 16 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 55.0562 | 46.6667 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.282 | 1.1118 | 0.1481 | 0.8204 | 0.1202 | 1.0822 |
Largest Winning Trade | 71924 | 71924 | 68117 | 37199508 | 1004222 | 37199508 |
Largest Losing Trade | -1426375 | -45598 | -1426375 | -16035450 | -7400216 | -16035450 |
Avg Bars in Trades | 99 | 51 | 149 | 99 | 51 | 149 |
Avg Bars in Winners | 88 | 43 | 128 | 103 | 46 | 145 |
Avg Bars in Losers | 116 | 61 | 185 | 95 | 55 | 154 |
Bars Traded | 8868 | 2311 | 6557 | 8868 | 2311 | 6557 |
Profit Streak | 6.7491 | 6.7491 | 160.4991 | 6.7491 | 6.7491 | 160.4991 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578142 | -124946 | -577598 | -338475 | -581321 | 502652 |
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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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