Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -257355.9797 | 213148.2789 | -470504.2585 | 13954510.2038 | 2802374.8706 | 11152135.3331 |
Total P&L (%) | -257.356 | 213.1483 | -470.5043 | 13954.5102 | 2802.3749 | 11152.1353 |
Avg Daily Profit (%) | -0.1026 | 0.085 | -0.1876 | 0.1973 | 0.1343 | 0.1885 |
Buy And Hold Return (%) | 408.2516 | 408.2516 | 408.2516 | 408.2516 | 408.2516 | 408.2516 |
Max Trade Drawdown | -511392 | -65944 | -541079 | -11496604 | -4742979 | -8030772 |
Profit Factor | 0.7365 | 2.1412 | 0.4044 | 1.6028 | 1.2417 | 1.965 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 15 | 20 | 31 | 18 | 13 |
Losing Trades | 24 | 14 | 10 | 28 | 11 | 17 |
Profitability (%) | 59.322 | 51.7241 | 66.6667 | 52.5424 | 62.069 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.505 | 1.9984 | 0.2022 | 1.4477 | 0.7588 | 2.5696 |
Largest Winning Trade | 93994 | 93994 | 43048 | 15839451 | 7418772 | 15839451 |
Largest Losing Trade | -422720 | -30368 | -422720 | -2786505 | -2786505 | -2222916 |
Avg Bars in Trades | 121 | 111 | 131 | 121 | 111 | 131 |
Avg Bars in Winners | 94 | 62 | 117 | 122 | 121 | 123 |
Avg Bars in Losers | 162 | 164 | 157 | 120 | 96 | 136 |
Bars Traded | 7179 | 3247 | 3932 | 7179 | 3247 | 3932 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759069 | -241056 | -578665 | -169232 | -13777 | 325138 |
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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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