Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2148099.2827 | -88159.6767 | -2059939.606 | 297620.7387 | 3502814.484 | -3205193.7453 |
Total P&L (%) | -2148.0993 | -88.1597 | -2059.9396 | 297.6207 | 3502.8145 | -3205.1937 |
Avg Daily Profit (%) | -1.1478 | -0.0471 | -1.1007 | 0.0738 | 0.1917 | 0 |
Buy And Hold Return (%) | 543.5868 | 543.5868 | 543.5868 | 543.5868 | 543.5868 | 543.5868 |
Max Trade Drawdown | -2280516 | -148844 | -2155244 | -2676771 | -297560 | -4693928 |
Profit Factor | 0.2386 | 0.7685 | 0.156 | 1.0347 | 3.3869 | 0.5489 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 61 | 26 | 35 | 43 | 25 | 18 |
Losing Trades | 32 | 20 | 12 | 50 | 21 | 29 |
Profitability (%) | 65.5914 | 56.5217 | 74.4681 | 46.2366 | 54.3478 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.1252 | 0.5911 | 0.0535 | 1.2032 | 2.845 | 0.8844 |
Largest Winning Trade | 30131 | 25289 | 30131 | 1476375 | 1132225 | 1476375 |
Largest Losing Trade | -1460006 | -52608 | -1460006 | -2676771 | -264345 | -2676771 |
Avg Bars in Trades | 117 | 129 | 106 | 117 | 129 | 106 |
Avg Bars in Winners | 65 | 58 | 70 | 141 | 157 | 119 |
Avg Bars in Losers | 217 | 221 | 210 | 97 | 95 | 98 |
Bars Traded | 10939 | 5938 | 5001 | 10939 | 5938 | 5001 |
Profit Streak | 60.8286 | 81.6619 | 60.8286 | 60.8286 | 81.6619 | 60.8286 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576666 | -578492 | -576133 | -442200 | 578764 | -583855 |
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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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