Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -223822.3669 | 149038.6686 | -372861.0354 | 2566994.6353 | -3772764.7983 | 6339759.4336 |
Total P&L (%) | -223.8224 | 149.0387 | -372.861 | 2566.9946 | -3772.7648 | 6339.7594 |
Avg Daily Profit (%) | -0.0924 | 0.0615 | -0.1539 | 0.1356 | 0 | 0.1721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -670893 | -66708 | -663970 | -10503688 | -6895387 | -8830413 |
Profit Factor | 0.8023 | 1.556 | 0.5684 | 1.0763 | 0.7585 | 1.3518 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 49 | 22 | 27 | 53 | 23 | 30 |
Losing Trades | 42 | 24 | 18 | 38 | 23 | 15 |
Profitability (%) | 53.8462 | 47.8261 | 60 | 58.2418 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6877 | 1.6974 | 0.3789 | 0.7717 | 0.7585 | 0.6759 |
Largest Winning Trade | 57064 | 57064 | 56699 | 6529711 | 3143226 | 6529711 |
Largest Losing Trade | -380111 | -36748 | -380111 | -8755933 | -3277999 | -8755933 |
Avg Bars in Trades | 102 | 76 | 127 | 102 | 76 | 127 |
Avg Bars in Winners | 110 | 74 | 139 | 112 | 74 | 142 |
Avg Bars in Losers | 92 | 78 | 109 | 86 | 79 | 98 |
Bars Traded | 9282 | 3534 | 5747 | 9282 | 3534 | 5747 |
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 | -580036 | -108780 | -579415 | -148469 | -580704 | 315351 |
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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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