Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -536494.9147 | 84561.1116 | -621056.0263 | 11852704.4503 | 3220118.7315 | 8632585.7188 |
Total P&L (%) | -536.4949 | 84.5611 | -621.056 | 11852.7045 | 3220.1187 | 8632.5857 |
Avg Daily Profit (%) | -0.2228 | 0.0351 | -0.2579 | 0.1988 | 0.1455 | 0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -947084 | -55893 | -935442 | -5271571 | -1975244 | -3437770 |
Profit Factor | 0.5991 | 1.3849 | 0.4448 | 1.5646 | 1.3873 | 1.6808 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 63 | 29 | 34 | 65 | 30 | 35 |
Losing Trades | 40 | 23 | 17 | 38 | 22 | 16 |
Profitability (%) | 61.165 | 55.7692 | 66.6667 | 63.1068 | 57.6923 | 68.6275 |
Ratio Avg Win / Avg Loss | 0.3804 | 1.0984 | 0.2224 | 0.9147 | 1.0174 | 0.7684 |
Largest Winning Trade | 48158 | 48158 | 37337 | 1668647 | 1246112 | 1668647 |
Largest Losing Trade | -712638 | -30691 | -712638 | -3148730 | -1376116 | -3148730 |
Avg Bars in Trades | 130 | 38 | 225 | 130 | 38 | 225 |
Avg Bars in Winners | 99 | 30 | 158 | 120 | 30 | 196 |
Avg Bars in Losers | 180 | 47 | 359 | 148 | 48 | 287 |
Bars Traded | 13468 | 1984 | 11483 | 13468 | 1984 | 11483 |
Profit Streak | 203.8133 | 203.8133 | 204.9799 | 203.8133 | 203.8133 | 204.9799 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577619 | -323338 | -757312 | 412987 | -175427 | -167958 |
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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) |
---|