Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -450792.4547 | 20578.1161 | -471370.5708 | 3605142.6817 | 226923.5783 | 3378219.1033 |
Total P&L (%) | -450.7925 | 20.5781 | -471.3706 | 3605.1427 | 226.9236 | 3378.2191 |
Avg Daily Profit (%) | -0.2471 | 0.0113 | -0.2584 | 0.1982 | 0.0649 | 0.1947 |
Buy And Hold Return (%) | 814.9286 | 814.9286 | 814.9286 | 814.9286 | 814.9286 | 814.9286 |
Max Trade Drawdown | -593638 | -64018 | -577438 | -2313488 | -1532354 | -2002578 |
Profit Factor | 0.5114 | 1.1216 | 0.3743 | 1.5742 | 1.0842 | 1.9426 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 100 | 42 | 58 | 56 | 28 | 28 |
Losing Trades | 27 | 22 | 5 | 71 | 36 | 35 |
Profitability (%) | 78.7402 | 65.625 | 92.0635 | 44.0945 | 43.75 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.1381 | 0.5875 | 0.0323 | 1.9958 | 1.394 | 2.4282 |
Largest Winning Trade | 23374 | 23374 | 13767 | 3775359 | 637730 | 3775359 |
Largest Losing Trade | -439659 | -63606 | -439659 | -1416555 | -830652 | -1416555 |
Avg Bars in Trades | 23 | 14 | 33 | 23 | 14 | 33 |
Avg Bars in Winners | 11 | 4 | 16 | 23 | 16 | 30 |
Avg Bars in Losers | 68 | 32 | 226 | 23 | 12 | 35 |
Bars Traded | 3003 | 911 | 2092 | 3003 | 911 | 2092 |
Profit Streak | 162.2025 | 162.2025 | 229.7025 | 162.2025 | 162.2025 | 229.7025 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574719 | -567496 | -721016 | 317002 | -540143 | -138149 |
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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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