Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -158304.2506 | 136850.4965 | -295154.7471 | 9340504.762 | 1657393.5598 | 7683111.2023 |
Total P&L (%) | -158.3043 | 136.8505 | -295.1547 | 9340.5048 | 1657.3936 | 7683.1112 |
Avg Daily Profit (%) | -0.0871 | 0.0753 | -0.1624 | 0.2506 | 0.1579 | 0.2399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -507163 | -87973 | -558560 | -1905291 | -2023223 | -652997 |
Profit Factor | 0.8064 | 1.7081 | 0.5273 | 3.1176 | 1.4678 | 9.853 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 62 | 29 | 33 | 58 | 26 | 32 |
Losing Trades | 14 | 9 | 5 | 18 | 12 | 6 |
Profitability (%) | 81.5789 | 76.3158 | 86.8421 | 76.3158 | 68.4211 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.1821 | 0.5301 | 0.0799 | 0.9675 | 0.6774 | 1.8474 |
Largest Winning Trade | 45018 | 45018 | 34227 | 2355917 | 736128 | 2355917 |
Largest Losing Trade | -360233 | -55692 | -360233 | -1889875 | -1889875 | -515494 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 17 | 12 | 21 | 19 | 9 | 27 |
Avg Bars in Losers | 151 | 130 | 189 | 114 | 106 | 129 |
Bars Traded | 3185 | 1532 | 1653 | 3185 | 1532 | 1653 |
Profit Streak | 71.2523 | 146.7523 | 71.2523 | 71.2523 | 146.7523 | 71.2523 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628553 | -87056 | -574681 | -36757 | 394754 | 818934 |
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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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