Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -355532.4805 | 72431.2244 | -427963.705 | 3628069.9019 | 1238262.1669 | 2389807.735 |
Total P&L (%) | -355.5325 | 72.4312 | -427.9637 | 3628.0699 | 1238.2622 | 2389.8077 |
Avg Daily Profit (%) | -0.1962 | 0.04 | -0.2362 | 0.1999 | 0.1433 | 0.1776 |
Buy And Hold Return (%) | 600.1291 | 600.1291 | 600.1291 | 600.1291 | 600.1291 | 600.1291 |
Max Trade Drawdown | -545041 | -65072 | -540336 | -1299075 | -340329 | -1366262 |
Profit Factor | 0.5563 | 1.7238 | 0.3897 | 2.3821 | 2.5873 | 2.2954 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 60 | 26 | 34 | 40 | 23 | 17 |
Losing Trades | 19 | 14 | 5 | 39 | 17 | 22 |
Profitability (%) | 75.9494 | 65 | 87.1795 | 50.6329 | 57.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.1762 | 0.9282 | 0.0573 | 2.3226 | 1.9123 | 2.9705 |
Largest Winning Trade | 20020 | 19034 | 20020 | 1925077 | 535625 | 1925077 |
Largest Losing Trade | -463078 | -65072 | -463078 | -677342 | -173425 | -677342 |
Avg Bars in Trades | 37 | 12 | 62 | 37 | 12 | 62 |
Avg Bars in Winners | 17 | 5 | 27 | 37 | 15 | 66 |
Avg Bars in Losers | 97 | 25 | 301 | 36 | 7 | 59 |
Bars Traded | 2924 | 488 | 2436 | 2924 | 488 | 2436 |
Profit Streak | 172.5335 | 172.5335 | 216.5335 | 172.5335 | 172.5335 | 216.5335 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606974 | -301191 | -574688 | -17818 | -280 | 323550 |
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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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