Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -221062.157 | 102537.3611 | -323599.518 | 1621590.6317 | 148889.6919 | 1472700.9398 |
Total P&L (%) | -221.0622 | 102.5374 | -323.5995 | 1621.5906 | 148.8897 | 1472.7009 |
Avg Daily Profit (%) | -0.1222 | 0.0567 | -0.1789 | 0.1574 | 0.0504 | 0.1524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -476935 | -85659 | -505379 | -419951 | -357342 | -262344 |
Profit Factor | 0.6988 | 1.6806 | 0.4451 | 2.2099 | 1.1935 | 3.5799 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 83 | 42 | 41 | 59 | 28 | 31 |
Losing Trades | 12 | 6 | 6 | 36 | 20 | 16 |
Profitability (%) | 87.3684 | 87.5 | 87.234 | 62.1053 | 58.3333 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.101 | 0.2401 | 0.0651 | 1.3484 | 0.8525 | 1.8477 |
Largest Winning Trade | 40763 | 24319 | 40763 | 793136 | 122871 | 793136 |
Largest Losing Trade | -321722 | -82013 | -321722 | -357342 | -357342 | -251132 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 10 | 11 | 10 | 19 | 14 | 22 |
Avg Bars in Losers | 190 | 205 | 174 | 57 | 64 | 48 |
Bars Traded | 3185 | 1705 | 1481 | 3185 | 1705 | 1481 |
Profit Streak | 29.3611 | 129.8611 | 29.3611 | 29.3611 | 129.8611 | 29.3611 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574105 | -110599 | -575099 | 508579 | -132249 | 631425 |
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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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