Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -41641.6327 | 152769.6901 | -194411.3228 | 1736214.3071 | -172789.8774 | 1909004.1845 |
Total P&L (%) | -41.6416 | 152.7697 | -194.4113 | 1736.2143 | -172.7899 | 1909.0042 |
Avg Daily Profit (%) | -0.0221 | 0.0811 | -0.1032 | 0.1547 | 0 | 0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -445422 | -52711 | -392710 | -2486938 | -856171 | -1985894 |
Profit Factor | 0.9417 | 1.7644 | 0.6224 | 1.4238 | 0.9166 | 1.9433 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 19 | 25 | 32 | 15 | 17 |
Losing Trades | 14 | 10 | 4 | 26 | 14 | 12 |
Profitability (%) | 75.8621 | 65.5172 | 86.2069 | 55.1724 | 51.7241 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.2996 | 0.9287 | 0.0996 | 1.1569 | 0.8555 | 1.3718 |
Largest Winning Trade | 49652 | 49652 | 42601 | 2843674 | 317711 | 2843674 |
Largest Losing Trade | -378912 | -52711 | -378912 | -631326 | -631326 | -549158 |
Avg Bars in Trades | 61 | 69 | 52 | 61 | 69 | 52 |
Avg Bars in Winners | 34 | 34 | 34 | 58 | 64 | 53 |
Avg Bars in Losers | 144 | 135 | 167 | 63 | 74 | 51 |
Bars Traded | 3543 | 2010 | 1532 | 3543 | 2010 | 1532 |
Profit Streak | 160.7011 | 160.7011 | 637.2011 | 160.7011 | 160.7011 | 779.2011 |
Trades During Streak | 5 | 2 | 13 | 5 | 2 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755513 | -81141 | -574861 | -168926 | -579644 | 461232 |
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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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