Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -611685.3147 | 32057.0391 | -643742.3538 | 16059873.3919 | 2912333.3772 | 13147540.0147 |
Total P&L (%) | -611.6853 | 32.057 | -643.7424 | 16059.8734 | 2912.3334 | 13147.54 |
Avg Daily Profit (%) | -0.3363 | 0.0176 | -0.3539 | 0.2799 | 0.1874 | 0.269 |
Buy And Hold Return (%) | 615.6208 | 615.6208 | 615.6208 | 615.6208 | 615.6208 | 615.6208 |
Max Trade Drawdown | -807932 | -60034 | -782354 | -2757790 | -971394 | -3008316 |
Profit Factor | 0.446 | 1.3059 | 0.3559 | 2.7874 | 2.2221 | 2.9915 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 63 | 27 | 36 | 37 | 22 | 15 |
Losing Trades | 26 | 18 | 8 | 52 | 23 | 29 |
Profitability (%) | 70.7865 | 60 | 81.8182 | 41.573 | 48.8889 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.1841 | 0.8706 | 0.0791 | 3.9175 | 2.3231 | 5.7836 |
Largest Winning Trade | 37310 | 30543 | 37310 | 8370751 | 1579117 | 8370751 |
Largest Losing Trade | -605194 | -44244 | -605194 | -1833539 | -662220 | -1833539 |
Avg Bars in Trades | 50 | 7 | 93 | 50 | 7 | 93 |
Avg Bars in Winners | 29 | 4 | 47 | 48 | 9 | 105 |
Avg Bars in Losers | 101 | 13 | 300 | 51 | 5 | 87 |
Bars Traded | 4475 | 354 | 4121 | 4475 | 354 | 4121 |
Profit Streak | 85.2373 | 186.9039 | 0 | 85.2373 | 186.9039 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577009 | -334020 | -576653 | 416140 | 412933 | 295657 |
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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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