Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -659977.1623 | 6626.4604 | -666603.6227 | 1215961.749 | -2711958.1571 | 3927919.9061 |
Total P&L (%) | -659.9772 | 6.6265 | -666.6036 | 1215.9617 | -2711.9582 | 3927.9199 |
Avg Daily Profit (%) | -0.2735 | 0.0027 | -0.2762 | 0.1068 | 0 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -888515 | -114760 | -869040 | -2749320 | -3026517 | -488006 |
Profit Factor | 0.4618 | 1.0241 | 0.2994 | 1.2134 | 0.3951 | 4.2363 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 23 | 24 | 43 | 20 | 23 |
Losing Trades | 13 | 7 | 6 | 17 | 10 | 7 |
Profitability (%) | 78.3333 | 76.6667 | 80 | 71.6667 | 66.6667 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.1277 | 0.3117 | 0.0748 | 0.4797 | 0.1976 | 1.2893 |
Largest Winning Trade | 37225 | 37225 | 26835 | 2516260 | 302828 | 2516260 |
Largest Losing Trade | -702695 | -64314 | -702695 | -1096055 | -1096055 | -427599 |
Avg Bars in Trades | 156 | 187 | 124 | 156 | 187 | 124 |
Avg Bars in Winners | 71 | 83 | 59 | 89 | 85 | 93 |
Avg Bars in Losers | 462 | 530 | 383 | 323 | 390 | 227 |
Bars Traded | 9365 | 5624 | 3741 | 9365 | 5624 | 3741 |
Profit Streak | 141.5564 | 141.5564 | 258.8064 | 141.5564 | 141.5564 | 258.8064 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749006 | -545762 | -575494 | -221143 | -577250 | 670084 |
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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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