Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -624906.5182 | 44788.5964 | -669695.1147 | 7186975.3607 | 1477895.4972 | 5709079.8635 |
Total P&L (%) | -624.9065 | 44.7886 | -669.6951 | 7186.9754 | 1477.8955 | 5709.0799 |
Avg Daily Profit (%) | -0.2593 | 0.0186 | -0.2779 | 0.1781 | 0.1145 | 0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -991795 | -53082 | -988347 | -11543075 | -3265394 | -11473417 |
Profit Factor | 0.5402 | 1.2526 | 0.4333 | 1.3086 | 1.2211 | 1.3438 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
Losing Trades | 35 | 27 | 8 | 35 | 27 | 8 |
Profitability (%) | 74.0741 | 60.2941 | 88.0597 | 74.0741 | 60.2941 | 88.0597 |
Ratio Avg Win / Avg Loss | 0.1891 | 0.8249 | 0.0588 | 0.458 | 0.8042 | 0.1822 |
Largest Winning Trade | 33758 | 23476 | 33758 | 2767707 | 1148236 | 2767707 |
Largest Losing Trade | -699601 | -40876 | -699601 | -11473417 | -1099863 | -11473417 |
Avg Bars in Trades | 33 | 10 | 56 | 33 | 10 | 56 |
Avg Bars in Winners | 17 | 3 | 27 | 22 | 3 | 35 |
Avg Bars in Losers | 77 | 20 | 272 | 65 | 20 | 216 |
Bars Traded | 4484 | 680 | 3804 | 4484 | 680 | 3804 |
Profit Streak | 118.7077 | 198.2077 | 118.7077 | 118.7077 | 198.2077 | 118.7077 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575947 | -277852 | -692221 | 401421 | -147899 | -104988 |
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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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