Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -230085.7584 | 204962.6707 | -435048.4291 | 35487884.207 | -6907364.6047 | 42395248.8117 |
Total P&L (%) | -230.0858 | 204.9627 | -435.0484 | 35487.8842 | -6907.3646 | 42395.2488 |
Avg Daily Profit (%) | -0.095 | 0.0846 | -0.1796 | 0.2429 | 0 | 0.2502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -819899 | -63630 | -803158 | -40011774 | -37237302 | -12732587 |
Profit Factor | 0.7819 | 2.0012 | 0.4883 | 1.4502 | 0.8854 | 3.2851 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 22 | 25 | 49 | 22 | 27 |
Losing Trades | 29 | 16 | 13 | 27 | 16 | 11 |
Profitability (%) | 61.8421 | 57.8947 | 65.7895 | 64.4737 | 57.8947 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.4824 | 1.4554 | 0.2539 | 0.7991 | 0.6439 | 1.3384 |
Largest Winning Trade | 84687 | 84687 | 63572 | 16002387 | 11559413 | 16002387 |
Largest Losing Trade | -563677 | -51243 | -563677 | -25819465 | -25819465 | -7561106 |
Avg Bars in Trades | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Winners | 62 | 58 | 66 | 73 | 61 | 82 |
Avg Bars in Losers | 135 | 131 | 140 | 121 | 127 | 113 |
Bars Traded | 6869 | 3399 | 3470 | 6869 | 3399 | 3470 |
Profit Streak | 35.0807 | 65.7473 | 35.0807 | 35.0807 | 65.7473 | 35.0807 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631750 | -75670 | -578175 | -42892 | -579182 | 609138 |
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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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