Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -33296.4437 | 246844.474 | -280140.9177 | 5763203.9118 | 1529390.2868 | 4233813.625 |
Total P&L (%) | -33.2964 | 246.8445 | -280.1409 | 5763.2039 | 1529.3903 | 4233.8136 |
Avg Daily Profit (%) | -0.0133 | 0.0988 | -0.1121 | 0.163 | 0.1117 | 0.1509 |
Buy And Hold Return (%) | 711.0384 | 711.0384 | 711.0384 | 711.0384 | 711.0384 | 711.0384 |
Max Trade Drawdown | -364783 | -39558 | -407850 | -1244430 | -572622 | -894385 |
Profit Factor | 0.9532 | 2.7504 | 0.5091 | 3.3106 | 2.5609 | 3.7956 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 31 | 32 | 47 | 23 | 24 |
Losing Trades | 29 | 15 | 14 | 45 | 23 | 22 |
Profitability (%) | 68.4783 | 67.3913 | 69.5652 | 51.087 | 50 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.4388 | 1.3309 | 0.2227 | 3.1697 | 2.5609 | 3.4793 |
Largest Winning Trade | 87068 | 87068 | 18825 | 3280755 | 1203107 | 3280755 |
Largest Losing Trade | -360275 | -39558 | -360275 | -492580 | -237635 | -492580 |
Avg Bars in Trades | 155 | 168 | 142 | 155 | 168 | 142 |
Avg Bars in Winners | 127 | 134 | 120 | 149 | 158 | 140 |
Avg Bars in Losers | 217 | 239 | 194 | 162 | 178 | 145 |
Bars Traded | 14330 | 7766 | 6563 | 14330 | 7766 | 6563 |
Profit Streak | 106.8842 | 137.0508 | 0 | 106.8842 | 137.0508 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577297 | -219050 | -578168 | 539966 | -42967 | 510778 |
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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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