Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -576793.3884 | 119617.1074 | -696410.4958 | 6322893.5084 | -4876917.4649 | 11199810.9733 |
Total P&L (%) | -576.7934 | 119.6171 | -696.4105 | 6322.8935 | -4876.9175 | 11199.811 |
Avg Daily Profit (%) | -0.2392 | 0.0496 | -0.2888 | 0.1728 | 0 | 0.1962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -977617 | -87006 | -970342 | -5037255 | -6832249 | -2013222 |
Profit Factor | 0.5726 | 1.3982 | 0.3362 | 1.3551 | 0.6511 | 3.9264 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 28 | 35 | 61 | 26 | 35 |
Losing Trades | 15 | 11 | 4 | 17 | 13 | 4 |
Profitability (%) | 80.7692 | 71.7949 | 89.7436 | 78.2051 | 66.6667 | 89.7436 |
Ratio Avg Win / Avg Loss | 0.1363 | 0.5493 | 0.0384 | 0.3776 | 0.3256 | 0.4487 |
Largest Winning Trade | 93503 | 93503 | 44209 | 6417002 | 947893 | 6417002 |
Largest Losing Trade | -798664 | -59496 | -798664 | -3687178 | -3687178 | -2013222 |
Avg Bars in Trades | 89 | 107 | 71 | 89 | 107 | 71 |
Avg Bars in Winners | 40 | 36 | 42 | 46 | 31 | 56 |
Avg Bars in Losers | 297 | 287 | 324 | 245 | 258 | 201 |
Bars Traded | 6984 | 4196 | 2788 | 6984 | 4196 | 2788 |
Profit Streak | 49.3014 | 49.3014 | 255.6347 | 49.3014 | 49.3014 | 255.6347 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -613763 | -123811 | -574432 | -26734 | -577606 | 668914 |
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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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