Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -841841.4923 | 123793.1592 | -965634.6515 | -44397.8426 | 3666417.1678 | -3710815.0104 |
Total P&L (%) | -841.8415 | 123.7932 | -965.6347 | -44.3978 | 3666.4172 | -3710.815 |
Avg Daily Profit (%) | -0.3878 | 0.057 | -0.4448 | -0.027 | 0.1673 | 0 |
Buy And Hold Return (%) | 536.5482 | 536.5482 | 536.5482 | 536.5482 | 536.5482 | 536.5482 |
Max Trade Drawdown | -1096515 | -121055 | -1106494 | -5187146 | -2399154 | -5690705 |
Profit Factor | 0.4695 | 1.4284 | 0.2561 | 0.9969 | 2.0792 | 0.6649 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 22 | 27 | 45 | 21 | 24 |
Losing Trades | 30 | 17 | 13 | 34 | 18 | 16 |
Profitability (%) | 62.0253 | 56.4103 | 67.5 | 56.962 | 53.8462 | 60 |
Ratio Avg Win / Avg Loss | 0.2875 | 1.1038 | 0.1233 | 0.7532 | 1.7822 | 0.4433 |
Largest Winning Trade | 63505 | 63505 | 56462 | 2631252 | 2333665 | 2631252 |
Largest Losing Trade | -757108 | -64823 | -757108 | -4606323 | -712981 | -4606323 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 23 | 25 | 21 | 44 | 55 | 35 |
Avg Bars in Losers | 100 | 92 | 110 | 62 | 53 | 72 |
Bars Traded | 4140 | 2123 | 2017 | 4140 | 2123 | 2017 |
Profit Streak | 53.8373 | 53.8373 | 65.3373 | 53.8373 | 53.8373 | 65.3373 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608812 | -280273 | -577509 | -609468 | 456548 | -578481 |
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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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