Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -317970.4329 | 85004.5334 | -402974.9663 | 2821231.9969 | -239653.0241 | 3060885.021 |
Total P&L (%) | -317.9704 | 85.0045 | -402.975 | 2821.232 | -239.653 | 3060.885 |
Avg Daily Profit (%) | -0.1766 | 0.0472 | -0.2238 | 0.1876 | 0 | 0.192 |
Buy And Hold Return (%) | 448.4427 | 448.4427 | 448.4427 | 448.4427 | 448.4427 | 448.4427 |
Max Trade Drawdown | -635561 | -100065 | -642071 | -1550650 | -1550650 | -899133 |
Profit Factor | 0.6564 | 1.349 | 0.4089 | 1.6988 | 0.9152 | 3.5257 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 79 | 39 | 40 | 79 | 37 | 42 |
Losing Trades | 25 | 13 | 12 | 25 | 15 | 10 |
Profitability (%) | 75.9615 | 75 | 76.9231 | 75.9615 | 71.1538 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.2077 | 0.4497 | 0.1227 | 0.5376 | 0.371 | 0.8395 |
Largest Winning Trade | 24016 | 24016 | 20461 | 1920975 | 384663 | 1920975 |
Largest Losing Trade | -349334 | -72094 | -349334 | -1550650 | -1550650 | -899133 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 19 | 14 | 25 | 28 | 19 | 36 |
Avg Bars in Losers | 134 | 148 | 119 | 106 | 117 | 91 |
Bars Traded | 4934 | 2485 | 2449 | 4934 | 2485 | 2449 |
Profit Streak | 15.9697 | 140.9697 | 15.9697 | 15.9697 | 140.9697 | 15.9697 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575318 | -472325 | -756273 | 480933 | -756676 | -163232 |
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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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