Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -347822.4964 | 53434.1668 | -401256.6632 | 1721670.408 | -109097.2022 | 1830767.6101 |
Total P&L (%) | -347.8225 | 53.4342 | -401.2567 | 1721.6704 | -109.0972 | 1830.7676 |
Avg Daily Profit (%) | -0.1932 | 0.0297 | -0.2229 | 0.1614 | 0 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -590934 | -111445 | -620306 | -1082172 | -1082172 | -274736 |
Profit Factor | 0.6003 | 1.2431 | 0.383 | 1.8315 | 0.931 | 4.7322 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 59 | 29 | 30 | 55 | 25 | 30 |
Losing Trades | 15 | 8 | 7 | 19 | 12 | 7 |
Profitability (%) | 79.7297 | 78.3784 | 81.0811 | 74.3243 | 67.5676 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.1526 | 0.3429 | 0.0894 | 0.6327 | 0.4469 | 1.1042 |
Largest Winning Trade | 23299 | 23299 | 18385 | 768339 | 246972 | 768339 |
Largest Losing Trade | -384739 | -67463 | -384739 | -1082172 | -1082172 | -274736 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 17 | 16 | 18 | 23 | 14 | 31 |
Avg Bars in Losers | 146 | 144 | 147 | 101 | 106 | 91 |
Bars Traded | 3232 | 1640 | 1592 | 3232 | 1640 | 1592 |
Profit Streak | 26.677 | 140.677 | 26.677 | 26.677 | 140.677 | 26.677 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644408 | -151161 | -576237 | -55925 | -577080 | 675489 |
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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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