Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -305268.3525 | 205836.9083 | -511105.2608 | 11275000.4397 | -2767722.7328 | 14042723.1725 |
Total P&L (%) | -305.2684 | 205.8369 | -511.1053 | 11275.0004 | -2767.7227 | 14042.7232 |
Avg Daily Profit (%) | -0.1267 | 0.0854 | -0.2121 | 0.1967 | 0 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -699630 | -70036 | -789571 | -10410945 | -10081255 | -7228131 |
Profit Factor | 0.7568 | 1.716 | 0.4717 | 1.3043 | 0.8775 | 1.9712 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 61 | 30 | 31 | 59 | 28 | 31 |
Losing Trades | 46 | 24 | 22 | 48 | 26 | 22 |
Profitability (%) | 57.0093 | 55.5556 | 58.4906 | 55.1402 | 51.8519 | 58.4906 |
Ratio Avg Win / Avg Loss | 0.5707 | 1.3728 | 0.3348 | 1.0611 | 0.8148 | 1.3989 |
Largest Winning Trade | 94325 | 94325 | 72103 | 6028707 | 4058511 | 6028707 |
Largest Losing Trade | -526415 | -63663 | -526415 | -4649913 | -4649913 | -4498787 |
Avg Bars in Trades | 87 | 100 | 73 | 87 | 100 | 73 |
Avg Bars in Winners | 64 | 69 | 59 | 68 | 65 | 70 |
Avg Bars in Losers | 117 | 138 | 93 | 110 | 137 | 77 |
Bars Traded | 9316 | 5425 | 3891 | 9316 | 5425 | 3891 |
Profit Streak | 0 | 0 | 140.5776 | 0 | 0 | 140.5776 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579584 | -256085 | -758381 | 326535 | -760593 | -166883 |
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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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