Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -438765.6911 | 54639.2468 | -493404.9379 | 5921912.0073 | 1958526.572 | 3963385.4353 |
Total P&L (%) | -438.7657 | 54.6392 | -493.4049 | 5921.912 | 1958.5266 | 3963.3854 |
Avg Daily Profit (%) | -0.2411 | 0.03 | -0.2711 | 0.2254 | 0.1663 | 0.2038 |
Buy And Hold Return (%) | 575.1174 | 575.1174 | 575.1174 | 575.1174 | 575.1174 | 575.1174 |
Max Trade Drawdown | -644623 | -65888 | -627968 | -1062634 | -265180 | -1204652 |
Profit Factor | 0.5105 | 1.539 | 0.3794 | 3.013 | 3.811 | 2.7654 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 90 | 42 | 48 | 56 | 29 | 27 |
Losing Trades | 19 | 13 | 6 | 53 | 26 | 27 |
Profitability (%) | 82.5688 | 76.3636 | 88.8889 | 51.3761 | 52.7273 | 50 |
Ratio Avg Win / Avg Loss | 0.1078 | 0.4763 | 0.0474 | 2.8516 | 3.4167 | 2.7654 |
Largest Winning Trade | 22479 | 13880 | 22479 | 2094880 | 673271 | 2094880 |
Largest Losing Trade | -480932 | -65888 | -480932 | -831851 | -228603 | -831851 |
Avg Bars in Trades | 40 | 12 | 68 | 40 | 12 | 68 |
Avg Bars in Winners | 20 | 5 | 33 | 39 | 17 | 62 |
Avg Bars in Losers | 132 | 34 | 345 | 41 | 7 | 73 |
Bars Traded | 4386 | 693 | 3693 | 4386 | 693 | 3693 |
Profit Streak | 160.4279 | 160.4279 | 225.0946 | 160.4279 | 160.4279 | 225.0946 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574689 | -494071 | -754516 | 570983 | -166536 | -165216 |
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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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