Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -362415.2359 | 70177.918 | -432593.1539 | 2004868.9857 | -537767.6542 | 2542636.64 |
Total P&L (%) | -362.4152 | 70.1779 | -432.5932 | 2004.869 | -537.7677 | 2542.6366 |
Avg Daily Profit (%) | -0.2001 | 0.0387 | -0.2388 | 0.1684 | 0 | 0.1809 |
Buy And Hold Return (%) | 209.4532 | 209.4532 | 209.4532 | 209.4532 | 209.4532 | 209.4532 |
Max Trade Drawdown | -599876 | -100474 | -626907 | -1981376 | -1981376 | -480978 |
Profit Factor | 0.5949 | 1.314 | 0.3554 | 1.5396 | 0.817 | 4.2734 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 70 | 36 | 34 | 58 | 28 | 30 |
Losing Trades | 20 | 9 | 11 | 32 | 17 | 15 |
Profitability (%) | 77.7778 | 80 | 75.5556 | 64.4444 | 62.2222 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.17 | 0.3285 | 0.115 | 0.8494 | 0.496 | 2.1367 |
Largest Winning Trade | 29310 | 21356 | 29310 | 1406244 | 510799 | 1406244 |
Largest Losing Trade | -327382 | -71348 | -327382 | -1981376 | -1981376 | -449676 |
Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Winners | 24 | 19 | 28 | 37 | 27 | 47 |
Avg Bars in Losers | 162 | 189 | 139 | 85 | 97 | 71 |
Bars Traded | 4926 | 2425 | 2501 | 4926 | 2425 | 2501 |
Profit Streak | 0 | 157.251 | 0 | 0 | 157.251 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576659 | -303056 | -577399 | 361396 | -577715 | 625081 |
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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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