Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -509179.7066 | 49336.4915 | -558516.1981 | 8672340.1784 | 2046713.5524 | 6625626.6259 |
Total P&L (%) | -509.1797 | 49.3365 | -558.5162 | 8672.3402 | 2046.7136 | 6625.6266 |
Avg Daily Profit (%) | -0.2801 | 0.0271 | -0.3072 | 0.2464 | 0.1688 | 0.2318 |
Buy And Hold Return (%) | 644.9564 | 644.9564 | 644.9564 | 644.9564 | 644.9564 | 644.9564 |
Max Trade Drawdown | -708720 | -59366 | -697240 | -3164374 | -854680 | -3204385 |
Profit Factor | 0.5085 | 1.4415 | 0.3957 | 2.0128 | 1.9788 | 2.0237 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 68 | 29 | 39 | 40 | 24 | 16 |
Losing Trades | 29 | 20 | 9 | 57 | 25 | 32 |
Profitability (%) | 70.1031 | 59.1837 | 81.25 | 41.2371 | 48.9796 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.2169 | 0.9941 | 0.0913 | 2.8682 | 2.0613 | 4.0475 |
Largest Winning Trade | 37310 | 30543 | 37310 | 6765015 | 857219 | 6765015 |
Largest Losing Trade | -605194 | -43576 | -605194 | -1188407 | -355368 | -1188407 |
Avg Bars in Trades | 46 | 7 | 85 | 46 | 7 | 85 |
Avg Bars in Winners | 27 | 4 | 43 | 38 | 9 | 82 |
Avg Bars in Losers | 91 | 12 | 266 | 51 | 5 | 87 |
Bars Traded | 4475 | 365 | 4110 | 4475 | 365 | 4110 |
Profit Streak | 84.2275 | 187.5609 | 0 | 84.2275 | 187.5609 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577077 | -320195 | -576678 | 348046 | 356721 | 207448 |
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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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