Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267511.6079 | 61505.5342 | -329017.1421 | 2029551.5291 | 576831.4679 | 1452720.0611 |
Total P&L (%) | -267.5116 | 61.5055 | -329.0171 | 2029.5515 | 576.8315 | 1452.7201 |
Avg Daily Profit (%) | -0.148 | 0.034 | -0.1821 | 0.1694 | 0.1059 | 0.1519 |
Buy And Hold Return (%) | 10.0158 | 10.0158 | 10.0158 | 10.0158 | 10.0158 | 10.0158 |
Max Trade Drawdown | -503163 | -106317 | -449107 | -616067 | -616067 | -437184 |
Profit Factor | 0.683 | 1.2545 | 0.4537 | 2.3471 | 1.5401 | 4.3116 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 78 | 38 | 40 | 46 | 24 | 22 |
Losing Trades | 11 | 7 | 4 | 43 | 21 | 22 |
Profitability (%) | 87.6404 | 84.4444 | 90.9091 | 51.6854 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 0.0963 | 0.2311 | 0.0454 | 2.194 | 1.3476 | 4.3116 |
Largest Winning Trade | 25242 | 23781 | 25242 | 815025 | 169623 | 815025 |
Largest Losing Trade | -438557 | -49303 | -438557 | -616067 | -616067 | -157397 |
Avg Bars in Trades | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Winners | 13 | 10 | 17 | 38 | 41 | 34 |
Avg Bars in Losers | 192 | 202 | 176 | 33 | 38 | 28 |
Bars Traded | 3196 | 1804 | 1392 | 3196 | 1804 | 1392 |
Profit Streak | 139.5082 | 139.5082 | 474.5082 | 139.5082 | 139.5082 | 890.5082 |
Trades During Streak | 20 | 10 | 18 | 20 | 10 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573883 | -143896 | -574210 | 520191 | -47591 | 593839 |
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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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