Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -384301.9516 | 25545.2988 | -409847.2503 | 1445164.9908 | 257850.8364 | 1187314.1544 |
Total P&L (%) | -384.302 | 25.5453 | -409.8473 | 1445.165 | 257.8508 | 1187.3142 |
Avg Daily Profit (%) | -0.2123 | 0.0141 | -0.2264 | 0.1513 | 0.0704 | 0.1412 |
Buy And Hold Return (%) | 28.4558 | 28.4558 | 28.4558 | 28.4558 | 28.4558 | 28.4558 |
Max Trade Drawdown | -587047 | -125713 | -525619 | -610186 | -610186 | -486970 |
Profit Factor | 0.5847 | 1.0979 | 0.383 | 1.8643 | 1.2194 | 3.3895 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 73 | 35 | 38 | 43 | 21 | 22 |
Losing Trades | 10 | 7 | 3 | 40 | 21 | 19 |
Profitability (%) | 87.9518 | 83.3333 | 92.6829 | 51.8072 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.0801 | 0.2196 | 0.0302 | 1.7343 | 1.2194 | 2.9273 |
Largest Winning Trade | 23781 | 23781 | 16770 | 822858 | 212689 | 822858 |
Largest Losing Trade | -477522 | -53743 | -477522 | -610186 | -610186 | -185701 |
Avg Bars in Trades | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Winners | 14 | 12 | 16 | 42 | 47 | 38 |
Avg Bars in Losers | 213 | 200 | 242 | 33 | 40 | 26 |
Bars Traded | 3198 | 1855 | 1343 | 3198 | 1855 | 1343 |
Profit Streak | 142.4055 | 142.4055 | 477.9055 | 142.4055 | 142.4055 | 892.9055 |
Trades During Streak | 14 | 7 | 17 | 14 | 7 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575440 | -448592 | -574073 | 424511 | -97769 | 159047 |
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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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