Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -81645.9497 | 10955.9277 | -92601.8774 | 1603481.5706 | -1946.1671 | 1605427.7377 |
Total P&L (%) | -81.646 | 10.9559 | -92.6019 | 1603.4816 | -1.9462 | 1605.4277 |
Avg Daily Profit (%) | -0.0596 | 0.008 | -0.0676 | 0.2073 | -0.0014 | 0.2074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -366013 | -19206 | -368383 | -620952 | -364398 | -621930 |
Profit Factor | 0.873 | 1.0999 | 0.8264 | 1.7266 | 0.9974 | 2.1027 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 23 | 29 | 46 | 21 | 25 |
Losing Trades | 37 | 22 | 15 | 43 | 24 | 19 |
Profitability (%) | 58.427 | 51.1111 | 65.9091 | 51.6854 | 46.6667 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.6212 | 1.052 | 0.4274 | 1.614 | 1.1399 | 1.598 |
Largest Winning Trade | 48800 | 18000 | 48800 | 864054 | 192685 | 864054 |
Largest Losing Trade | -273756 | -11571 | -273756 | -515576 | -186157 | -515576 |
Avg Bars in Trades | 164 | 27 | 305 | 164 | 27 | 305 |
Avg Bars in Winners | 124 | 23 | 203 | 182 | 22 | 315 |
Avg Bars in Losers | 222 | 32 | 501 | 146 | 32 | 291 |
Bars Traded | 14678 | 1253 | 13425 | 14678 | 1253 | 13425 |
Profit Streak | 0 | 0 | 123.1205 | 0 | 0 | 123.1205 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579448 | -428360 | -577698 | 425842 | -580063 | 504007 |
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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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