Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -420637.4468 | 42455.2434 | -463092.6902 | 7564313.8471 | 625300.2545 | 6939013.5926 |
Total P&L (%) | -420.6374 | 42.4552 | -463.0927 | 7564.3138 | 625.3003 | 6939.0136 |
Avg Daily Profit (%) | -0.2337 | 0.0236 | -0.2573 | 0.2414 | 0.1101 | 0.2366 |
Buy And Hold Return (%) | 10.9416 | 10.9416 | 10.9416 | 10.9416 | 10.9416 | 10.9416 |
Max Trade Drawdown | -721305 | -76380 | -725767 | -4355963 | -4355963 | -852064 |
Profit Factor | 0.545 | 1.2396 | 0.3803 | 2.2011 | 1.1226 | 6.7941 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 74 | 33 | 41 | 72 | 31 | 41 |
Losing Trades | 18 | 13 | 5 | 20 | 15 | 5 |
Profitability (%) | 80.4348 | 71.7391 | 89.1304 | 78.2609 | 67.3913 | 89.1304 |
Ratio Avg Win / Avg Loss | 0.1326 | 0.4883 | 0.0464 | 0.6114 | 0.5432 | 0.8285 |
Largest Winning Trade | 23471 | 23471 | 20825 | 2440065 | 1005269 | 2440065 |
Largest Losing Trade | -371840 | -57429 | -371840 | -4355963 | -4355963 | -814542 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 11 | 9 | 12 | 16 | 9 | 22 |
Avg Bars in Losers | 129 | 89 | 234 | 97 | 79 | 154 |
Bars Traded | 3174 | 1483 | 1691 | 3174 | 1483 | 1691 |
Profit Streak | 0 | 104.177 | 0 | 0 | 104.177 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576323 | -161353 | -575927 | 503583 | -129141 | 682249 |
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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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