Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -331622.4146 | 31312.253 | -362934.6676 | 1513464.2238 | 209698.0548 | 1303766.169 |
Total P&L (%) | -331.6224 | 31.3123 | -362.9347 | 1513.4642 | 209.6981 | 1303.7662 |
Avg Daily Profit (%) | -0.1826 | 0.0172 | -0.1998 | 0.1532 | 0.0623 | 0.1455 |
Buy And Hold Return (%) | 95.4023 | 95.4023 | 95.4023 | 95.4023 | 95.4023 | 95.4023 |
Max Trade Drawdown | -607468 | -87555 | -563934 | -394873 | -394873 | -168138 |
Profit Factor | 0.5586 | 1.1908 | 0.3818 | 2.5371 | 1.2845 | 6.2654 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 61 | 29 | 32 | 55 | 25 | 30 |
Losing Trades | 11 | 7 | 4 | 17 | 11 | 6 |
Profitability (%) | 84.7222 | 80.5556 | 88.8889 | 76.3889 | 69.4444 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.1007 | 0.2874 | 0.0477 | 0.7842 | 0.5652 | 1.2531 |
Largest Winning Trade | 21709 | 19317 | 21709 | 396229 | 138134 | 396229 |
Largest Losing Trade | -341927 | -68302 | -341927 | -394873 | -394873 | -157352 |
Avg Bars in Trades | 44 | 51 | 37 | 44 | 51 | 37 |
Avg Bars in Winners | 13 | 17 | 9 | 21 | 19 | 23 |
Avg Bars in Losers | 214 | 191 | 254 | 116 | 123 | 102 |
Bars Traded | 3173 | 1839 | 1334 | 3173 | 1839 | 1334 |
Profit Streak | 89.3004 | 89.3004 | 296.3004 | 89.3004 | 89.3004 | 296.3004 |
Trades During Streak | 11 | 5 | 11 | 11 | 5 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658277 | -342546 | -574514 | -68730 | -113086 | 532756 |
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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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