Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -682557.9104 | 16671.3556 | -699229.266 | 5279050.6379 | -1891243.4815 | 7170294.1194 |
Total P&L (%) | -682.5579 | 16.6714 | -699.2293 | 5279.0506 | -1891.2435 | 7170.2941 |
Avg Daily Profit (%) | -0.2825 | 0.0069 | -0.2894 | 0.1651 | 0 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -959929 | -66728 | -964243 | -8688289 | -5014969 | -7158546 |
Profit Factor | 0.4987 | 1.0606 | 0.3565 | 1.2075 | 0.8548 | 1.5775 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 67 | 28 | 39 | 67 | 27 | 40 |
Losing Trades | 30 | 21 | 9 | 30 | 22 | 8 |
Profitability (%) | 69.0722 | 57.1429 | 81.25 | 69.0722 | 55.102 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.2233 | 0.7955 | 0.0823 | 0.5407 | 0.6965 | 0.3155 |
Largest Winning Trade | 33524 | 33022 | 33524 | 2820024 | 1794218 | 2820024 |
Largest Losing Trade | -650321 | -49560 | -650321 | -7158546 | -1935633 | -7158546 |
Avg Bars in Trades | 139 | 79 | 200 | 139 | 79 | 200 |
Avg Bars in Winners | 75 | 35 | 104 | 94 | 35 | 134 |
Avg Bars in Losers | 282 | 138 | 618 | 239 | 134 | 529 |
Bars Traded | 13538 | 3911 | 9626 | 13538 | 3911 | 9626 |
Profit Streak | 89.4488 | 89.4488 | 252.7822 | 89.4488 | 89.4488 | 252.7822 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576809 | -346617 | -575257 | 344160 | -579461 | 492560 |
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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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