Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -361268.1778 | 98772.1745 | -460040.3522 | 12538605.5745 | 3540743.8916 | 8997861.6829 |
Total P&L (%) | -361.2682 | 98.7722 | -460.0404 | 12538.6056 | 3540.7439 | 8997.8617 |
Avg Daily Profit (%) | -0.1987 | 0.0543 | -0.2531 | 0.2666 | 0.198 | 0.2485 |
Buy And Hold Return (%) | 753.2267 | 753.2267 | 753.2267 | 753.2267 | 753.2267 | 753.2267 |
Max Trade Drawdown | -608015 | -64919 | -614184 | -3229007 | -904862 | -3151874 |
Profit Factor | 0.6016 | 1.8867 | 0.4216 | 2.5308 | 2.5717 | 2.5153 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 60 | 28 | 32 | 32 | 17 | 15 |
Losing Trades | 13 | 9 | 4 | 41 | 20 | 21 |
Profitability (%) | 82.1918 | 75.6757 | 88.8889 | 43.8356 | 45.9459 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.1303 | 0.6064 | 0.0527 | 3.2426 | 3.0255 | 3.5214 |
Largest Winning Trade | 40262 | 40262 | 32428 | 6610595 | 1125466 | 6610595 |
Largest Losing Trade | -464265 | -64919 | -464265 | -2385772 | -374922 | -2385772 |
Avg Bars in Trades | 81 | 28 | 136 | 81 | 28 | 136 |
Avg Bars in Winners | 47 | 14 | 76 | 82 | 37 | 133 |
Avg Bars in Losers | 239 | 71 | 617 | 80 | 20 | 138 |
Bars Traded | 5971 | 1062 | 4909 | 5971 | 1062 | 4909 |
Profit Streak | 178.734 | 178.734 | 222.484 | 178.734 | 178.734 | 222.484 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651292 | -280747 | -574621 | -63859 | 396049 | 410735 |
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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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