Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -321588.3897 | 98818.3875 | -420406.7772 | 5961020.1557 | 2310627.638 | 3650392.5177 |
Total P&L (%) | -321.5884 | 98.8184 | -420.4068 | 5961.0202 | 2310.6276 | 3650.3925 |
Avg Daily Profit (%) | -0.1711 | 0.0526 | -0.2236 | 0.2186 | 0.1694 | 0.193 |
Buy And Hold Return (%) | 215.8711 | 215.8711 | 215.8711 | 215.8711 | 215.8711 | 215.8711 |
Max Trade Drawdown | -509556 | -84886 | -520810 | -1519422 | -895774 | -1628513 |
Profit Factor | 0.5841 | 1.7811 | 0.35 | 2.3892 | 2.2495 | 2.495 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 96 | 47 | 49 | 54 | 29 | 25 |
Losing Trades | 11 | 7 | 4 | 53 | 25 | 28 |
Profitability (%) | 89.7196 | 87.037 | 92.4528 | 50.4673 | 53.7037 | 47.1698 |
Ratio Avg Win / Avg Loss | 0.0669 | 0.2653 | 0.0286 | 2.3449 | 1.9392 | 2.7944 |
Largest Winning Trade | 15997 | 15997 | 13319 | 3302807 | 702670 | 3302807 |
Largest Losing Trade | -357023 | -55085 | -357023 | -895774 | -895774 | -807546 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 11 | 14 | 7 | 36 | 39 | 32 |
Avg Bars in Losers | 229 | 179 | 316 | 30 | 31 | 30 |
Bars Traded | 3589 | 1942 | 1647 | 3589 | 1942 | 1647 |
Profit Streak | 47.7367 | 192.7367 | 47.7367 | 47.7367 | 192.7367 | 47.7367 |
Trades During Streak | 5 | 10 | 2 | 5 | 10 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573833 | -461838 | -754744 | 527065 | -165973 | -167433 |
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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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