Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -275764.1921 | 126426.6614 | -402190.8535 | 7885039.3562 | 1764320.8761 | 6120718.4801 |
Total P&L (%) | -275.7642 | 126.4267 | -402.1909 | 7885.0394 | 1764.3209 | 6120.7185 |
Avg Daily Profit (%) | -0.1526 | 0.07 | -0.2226 | 0.2427 | 0.162 | 0.2288 |
Buy And Hold Return (%) | 170.4403 | 170.4403 | 170.4403 | 170.4403 | 170.4403 | 170.4403 |
Max Trade Drawdown | -676303 | -67966 | -658794 | -3609423 | -3609423 | -652552 |
Profit Factor | 0.6697 | 1.9009 | 0.421 | 2.6981 | 1.4492 | 9.5522 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 51 | 25 | 26 | 49 | 23 | 26 |
Losing Trades | 12 | 7 | 5 | 14 | 9 | 5 |
Profitability (%) | 80.9524 | 78.125 | 83.871 | 77.7778 | 71.875 | 83.871 |
Ratio Avg Win / Avg Loss | 0.1576 | 0.5323 | 0.081 | 0.7709 | 0.5671 | 1.837 |
Largest Winning Trade | 36882 | 36434 | 36882 | 1435258 | 1263572 | 1435258 |
Largest Losing Trade | -379663 | -67966 | -379663 | -3609423 | -3609423 | -641090 |
Avg Bars in Trades | 50 | 29 | 72 | 50 | 29 | 72 |
Avg Bars in Winners | 27 | 13 | 41 | 37 | 14 | 57 |
Avg Bars in Losers | 146 | 85 | 232 | 96 | 67 | 148 |
Bars Traded | 3181 | 935 | 2246 | 3181 | 935 | 2246 |
Profit Streak | 159.2712 | 159.2712 | 536.7712 | 159.2712 | 159.2712 | 753.2712 |
Trades During Streak | 6 | 3 | 15 | 6 | 3 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726355 | -259221 | -575039 | -135185 | 413135 | 811385 |
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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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