Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -68741.1116 | 51588.4856 | -120329.5973 | -190066.1439 | 192284.4481 | -382350.5919 |
Total P&L (%) | -68.7411 | 51.5885 | -120.3296 | -190.0661 | 192.2844 | -382.3506 |
Avg Daily Profit (%) | -0.132 | 0.0991 | -0.231 | 0 | 0.2061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237099 | -48302 | -213065 | -603389 | -29672 | -669790 |
Profit Factor | 0.8562 | 1.5114 | 0.681 | 0.7982 | 2.6898 | 0.5383 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 39 | 23 | 16 |
Losing Trades | 41 | 22 | 19 | 30 | 12 | 18 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 56.5217 | 65.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.2538 | 2.5577 | 0.8626 | 0.614 | 1.4034 | 0.6056 |
Largest Winning Trade | 43299 | 42695 | 43299 | 79252 | 79252 | 70256 |
Largest Losing Trade | -168099 | -11055 | -168099 | -386628 | -29550 | -386628 |
Avg Bars in Trades | 342 | 95 | 597 | 342 | 95 | 597 |
Avg Bars in Winners | 520 | 142 | 848 | 296 | 99 | 580 |
Avg Bars in Losers | 221 | 67 | 400 | 402 | 87 | 613 |
Bars Traded | 23664 | 3333 | 20331 | 23664 | 3333 | 20331 |
Profit Streak | 0 | 0 | 52.5496 | 19.7996 | 47.9871 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689621 | -65057 | -583088 | -685944 | 493684 | -582507 |
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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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