Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -444474.9813 | 54142.4865 | -498617.4678 | 1824178.0272 | 571395.4498 | 1252782.5775 |
Total P&L (%) | -444.475 | 54.1425 | -498.6175 | 1824.178 | 571.3955 | 1252.7826 |
Avg Daily Profit (%) | -0.247 | 0.0301 | -0.277 | 0.1644 | 0.1059 | 0.1448 |
Buy And Hold Return (%) | 335.1589 | 335.1589 | 335.1589 | 335.1589 | 335.1589 | 335.1589 |
Max Trade Drawdown | -762510 | -104043 | -698544 | -842784 | -842784 | -143441 |
Profit Factor | 0.5754 | 1.2133 | 0.3712 | 2.052 | 1.4376 | 3.925 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 69 | 33 | 36 | 65 | 31 | 34 |
Losing Trades | 37 | 20 | 17 | 41 | 22 | 19 |
Profitability (%) | 65.0943 | 62.2642 | 67.9245 | 61.3208 | 58.4906 | 64.1509 |
Ratio Avg Win / Avg Loss | 0.3085 | 0.7353 | 0.1753 | 1.2943 | 1.0202 | 2.1934 |
Largest Winning Trade | 33283 | 33283 | 30223 | 325656 | 315936 | 325656 |
Largest Losing Trade | -352397 | -69925 | -352397 | -842784 | -842784 | -143441 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 39 | 30 | 47 | 41 | 23 | 57 |
Avg Bars in Losers | 102 | 107 | 97 | 93 | 109 | 74 |
Bars Traded | 6533 | 3157 | 3376 | 6533 | 3157 | 3376 |
Profit Streak | 0 | 67.3078 | 0 | 0 | 67.3078 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578539 | -497669 | -758509 | 404439 | -236749 | -172948 |
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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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