Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -262200.904 | 106945.7147 | -369146.6187 | 3768508.993 | -1318276.7487 | 5086785.7417 |
Total P&L (%) | -262.2009 | 106.9457 | -369.1466 | 3768.509 | -1318.2767 | 5086.7857 |
Avg Daily Profit (%) | -0.1448 | 0.0591 | -0.2038 | 0.2021 | 0 | 0.2183 |
Buy And Hold Return (%) | 174.343 | 174.343 | 174.343 | 174.343 | 174.343 | 174.343 |
Max Trade Drawdown | -573097 | -112975 | -598723 | -3156873 | -3257411 | -1225911 |
Profit Factor | 0.6942 | 1.4639 | 0.4111 | 1.5312 | 0.7518 | 3.8543 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 73 | 36 | 37 | 67 | 31 | 36 |
Losing Trades | 15 | 8 | 7 | 21 | 13 | 8 |
Profitability (%) | 82.9545 | 81.8182 | 84.0909 | 76.1364 | 70.4545 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.1426 | 0.3253 | 0.0778 | 0.4799 | 0.3153 | 0.8565 |
Largest Winning Trade | 24133 | 24133 | 18153 | 3240885 | 536065 | 3240885 |
Largest Losing Trade | -322644 | -70324 | -322644 | -2834657 | -2834657 | -1096774 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 24 | 17 | 31 | 36 | 23 | 47 |
Avg Bars in Losers | 209 | 225 | 191 | 118 | 131 | 98 |
Bars Traded | 4926 | 2436 | 2490 | 4926 | 2436 | 2490 |
Profit Streak | 35.8541 | 156.5207 | 35.8541 | 35.8541 | 156.5207 | 35.8541 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574585 | -274892 | -575442 | 478448 | -576656 | 629496 |
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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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