Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -187497.2895 | 142562.0028 | -330059.2923 | 4944452.42 | 449972.9138 | 4494479.5062 |
Total P&L (%) | -187.4973 | 142.562 | -330.0593 | 4944.4524 | 449.9729 | 4494.4795 |
Avg Daily Profit (%) | -0.0997 | 0.0758 | -0.1756 | 0.2088 | 0.0907 | 0.2038 |
Buy And Hold Return (%) | 215.5084 | 215.5084 | 215.5084 | 215.5084 | 215.5084 | 215.5084 |
Max Trade Drawdown | -358895 | -82024 | -417475 | -3188035 | -1708776 | -2561505 |
Profit Factor | 0.7251 | 2.2899 | 0.4225 | 1.7804 | 1.15 | 2.3472 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 50 | 25 | 25 | 36 | 20 | 16 |
Losing Trades | 13 | 7 | 6 | 27 | 12 | 15 |
Profitability (%) | 79.3651 | 78.125 | 80.6452 | 57.1429 | 62.5 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1885 | 0.6412 | 0.1014 | 1.3353 | 0.69 | 2.2005 |
Largest Winning Trade | 37802 | 37802 | 22900 | 5641447 | 749643 | 5641447 |
Largest Losing Trade | -358895 | -47573 | -358895 | -948104 | -948104 | -901309 |
Avg Bars in Trades | 86 | 91 | 80 | 86 | 91 | 80 |
Avg Bars in Winners | 29 | 37 | 21 | 92 | 96 | 88 |
Avg Bars in Losers | 302 | 281 | 326 | 76 | 81 | 73 |
Bars Traded | 5420 | 2913 | 2507 | 5420 | 2913 | 2507 |
Profit Streak | 49.0736 | 225.7402 | 49.0736 | 49.0736 | 225.7402 | 49.0736 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726554 | -250900 | -576303 | -138278 | -132364 | 477811 |
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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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