Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -772485.1957 | 117673.2585 | -890158.4542 | -554212.6326 | -4522441.6004 | 3968228.9678 |
Total P&L (%) | -772.4852 | 117.6733 | -890.1585 | -554.2126 | -4522.4416 | 3968.229 |
Avg Daily Profit (%) | -0.424 | 0.0646 | -0.4886 | 0 | 0 | 0.2036 |
Buy And Hold Return (%) | 692.9445 | 692.9445 | 692.9445 | 692.9445 | 692.9445 | 692.9445 |
Max Trade Drawdown | -892099 | -134693 | -895227 | -10059063 | -6882770 | -3385860 |
Profit Factor | 0.503 | 1.3206 | 0.2503 | 0.9719 | 0.6037 | 1.4762 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 22 | 23 | 48 | 22 | 26 |
Losing Trades | 46 | 24 | 22 | 43 | 24 | 19 |
Profitability (%) | 49.4505 | 47.8261 | 51.1111 | 52.7473 | 47.8261 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.5142 | 1.4407 | 0.2394 | 0.8707 | 0.6586 | 1.0788 |
Largest Winning Trade | 107337 | 107337 | 57965 | 7208897 | 1715037 | 7208897 |
Largest Losing Trade | -444650 | -78168 | -444650 | -6497055 | -6497055 | -3175980 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 31 | 33 | 30 | 38 | 41 | 36 |
Avg Bars in Losers | 46 | 48 | 43 | 39 | 41 | 37 |
Bars Traded | 3558 | 1888 | 1670 | 3558 | 1888 | 1670 |
Profit Streak | 8.7945 | 17.2945 | 0 | 0 | 0 | 102.2945 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580079 | -272463 | -580567 | -580179 | -581549 | 389163 |
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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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