Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -230920.0753 | 64729.3921 | -295649.4674 | 1316466.2831 | 376431.8734 | 940034.4097 |
Total P&L (%) | -230.9201 | 64.7294 | -295.6495 | 1316.4663 | 376.4319 | 940.0344 |
Avg Daily Profit (%) | -0.1278 | 0.0358 | -0.1636 | 0.1468 | 0.0864 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -501189 | -116744 | -438354 | -469548 | -428654 | -426255 |
Profit Factor | 0.7108 | 1.2928 | 0.488 | 2.0935 | 1.4879 | 3.1738 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 78 | 37 | 41 | 46 | 23 | 23 |
Losing Trades | 13 | 9 | 4 | 45 | 23 | 22 |
Profitability (%) | 85.7143 | 80.4348 | 91.1111 | 50.5495 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.1185 | 0.3145 | 0.0476 | 2.048 | 1.4879 | 3.0358 |
Largest Winning Trade | 34087 | 27411 | 34087 | 590726 | 153499 | 590726 |
Largest Losing Trade | -436836 | -51154 | -436836 | -428654 | -428654 | -205631 |
Avg Bars in Trades | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Winners | 13 | 9 | 16 | 38 | 44 | 33 |
Avg Bars in Losers | 163 | 160 | 171 | 30 | 34 | 26 |
Bars Traded | 3163 | 1804 | 1359 | 3163 | 1804 | 1359 |
Profit Streak | 129.2072 | 129.2072 | 474.2072 | 129.2072 | 129.2072 | 890.7072 |
Trades During Streak | 18 | 9 | 18 | 18 | 9 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574086 | -141467 | -574182 | 337200 | -74706 | -11684 |
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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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