Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -517935.0159 | 43473.0867 | -561408.1025 | 6459036.2244 | 2046111.1338 | 4412925.0906 |
Total P&L (%) | -517.935 | 43.4731 | -561.4081 | 6459.0362 | 2046.1111 | 4412.9251 |
Avg Daily Profit (%) | -0.2847 | 0.0239 | -0.3086 | 0.2302 | 0.1687 | 0.2096 |
Buy And Hold Return (%) | 756.2471 | 756.2471 | 756.2471 | 756.2471 | 756.2471 | 756.2471 |
Max Trade Drawdown | -702912 | -64123 | -682600 | -1161908 | -278951 | -1323242 |
Profit Factor | 0.4453 | 1.4763 | 0.3336 | 3.6408 | 4.2618 | 3.4265 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 54 | 25 | 29 | 38 | 21 | 17 |
Losing Trades | 15 | 10 | 5 | 31 | 14 | 17 |
Profitability (%) | 78.2609 | 71.4286 | 85.2941 | 55.0725 | 60 | 50 |
Ratio Avg Win / Avg Loss | 0.1237 | 0.5905 | 0.0575 | 2.9701 | 2.8412 | 3.4265 |
Largest Winning Trade | 22182 | 19034 | 22182 | 2262903 | 492012 | 2262903 |
Largest Losing Trade | -537354 | -63482 | -537354 | -663435 | -184314 | -663435 |
Avg Bars in Trades | 42 | 9 | 75 | 42 | 9 | 75 |
Avg Bars in Winners | 20 | 3 | 34 | 39 | 12 | 72 |
Avg Bars in Losers | 121 | 25 | 313 | 46 | 6 | 79 |
Bars Traded | 2924 | 345 | 2579 | 2924 | 345 | 2579 |
Profit Streak | 186.0224 | 186.0224 | 224.0224 | 186.0224 | 186.0224 | 224.0224 |
Trades During Streak | 6 | 3 | 10 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681676 | -322828 | -574864 | -88810 | 524625 | 554615 |
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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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