Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -538201.3855 | 20343.6388 | -558545.0243 | 7018945.0172 | 2434650.2191 | 4584294.798 |
Total P&L (%) | -538.2014 | 20.3436 | -558.545 | 7018.945 | 2434.6502 | 4584.2948 |
Avg Daily Profit (%) | -0.2969 | 0.0112 | -0.3081 | 0.2355 | 0.1785 | 0.2124 |
Buy And Hold Return (%) | 585.6087 | 585.6087 | 585.6087 | 585.6087 | 585.6087 | 585.6087 |
Max Trade Drawdown | -726083 | -69169 | -279249 | -791933 | -138925 | -507059 |
Profit Factor | 0.4133 | 1.2278 | 0.3255 | 4.9179 | 9.9573 | 4.0166 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 63 | 29 | 34 | 45 | 26 | 19 |
Losing Trades | 16 | 11 | 5 | 34 | 14 | 20 |
Profitability (%) | 79.7468 | 72.5 | 87.1795 | 56.962 | 65 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.105 | 0.4657 | 0.0479 | 3.7158 | 5.3616 | 4.228 |
Largest Winning Trade | 19694 | 11077 | 19694 | 1896059 | 631767 | 1896059 |
Largest Losing Trade | -524531 | -50670 | -524531 | -525518 | -90001 | -525518 |
Avg Bars in Trades | 55 | 9 | 103 | 55 | 9 | 103 |
Avg Bars in Winners | 26 | 4 | 45 | 50 | 10 | 104 |
Avg Bars in Losers | 168 | 22 | 491 | 62 | 6 | 101 |
Bars Traded | 4385 | 367 | 4018 | 4385 | 367 | 4018 |
Profit Streak | 180.5314 | 180.5314 | 217.8647 | 180.5314 | 180.5314 | 217.8647 |
Trades During Streak | 4 | 2 | 10 | 4 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606537 | -341453 | -574640 | -12637 | 630754 | 585714 |
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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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