Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -122543.9514 | 288701.241 | -411245.1925 | 37380459.8689 | 7657798.8751 | 29722660.9938 |
Total P&L (%) | -122.544 | 288.7012 | -411.2452 | 37380.4599 | 7657.7989 | 29722.661 |
Avg Daily Profit (%) | -0.0489 | 0.1151 | -0.164 | 0.2366 | 0.1736 | 0.2274 |
Buy And Hold Return (%) | 395.4252 | 395.4252 | 395.4252 | 395.4252 | 395.4252 | 395.4252 |
Max Trade Drawdown | -591831 | -82239 | -582608 | -14449048 | -11645746 | -13035747 |
Profit Factor | 0.8806 | 2.3907 | 0.4976 | 1.9842 | 1.4238 | 2.4927 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 64 | 31 | 33 | 58 | 31 | 27 |
Losing Trades | 42 | 22 | 20 | 48 | 22 | 26 |
Profitability (%) | 60.3774 | 58.4906 | 62.2642 | 54.717 | 58.4906 | 50.9434 |
Ratio Avg Win / Avg Loss | 0.5779 | 1.6966 | 0.3016 | 1.6421 | 1.0104 | 2.4003 |
Largest Winning Trade | 93659 | 93659 | 48825 | 33527478 | 12522567 | 33527478 |
Largest Losing Trade | -388247 | -30833 | -388247 | -6964660 | -6785455 | -6964660 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 38 | 32 | 44 | 49 | 55 | 41 |
Avg Bars in Losers | 55 | 66 | 42 | 41 | 34 | 46 |
Bars Traded | 4813 | 2474 | 2339 | 4813 | 2474 | 2339 |
Profit Streak | 162.1657 | 162.1657 | 252.1657 | 162.1657 | 162.1657 | 365.1657 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577739 | -378536 | -757891 | 519293 | -169336 | -165489 |
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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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