Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -526456.583 | 13461.562 | -539918.1449 | 15778753.4299 | -440440.0476 | 16219193.4775 |
Total P&L (%) | -526.4566 | 13.4616 | -539.9181 | 15778.7534 | -440.44 | 16219.1935 |
Avg Daily Profit (%) | -0.3267 | 0.0084 | -0.335 | 0.3149 | 0 | 0.3166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -528690 | -106637 | -525898 | -1723774 | -3674405 | -1287395 |
Profit Factor | 0.5711 | 1.061 | 0.4636 | 2.371 | 0.9341 | 4.3644 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 26 | 35 | 61 | 30 | 31 |
Losing Trades | 62 | 35 | 27 | 62 | 31 | 31 |
Profitability (%) | 49.5935 | 42.623 | 56.4516 | 49.5935 | 49.1803 | 50 |
Ratio Avg Win / Avg Loss | 0.5804 | 1.4282 | 0.3576 | 2.4099 | 0.9653 | 4.3644 |
Largest Winning Trade | 36925 | 34112 | 36925 | 4613335 | 1513334 | 4613335 |
Largest Losing Trade | -510693 | -27789 | -510693 | -1580678 | -1580678 | -612444 |
Avg Bars in Trades | 37 | 16 | 58 | 37 | 16 | 58 |
Avg Bars in Winners | 38 | 12 | 57 | 32 | 16 | 48 |
Avg Bars in Losers | 36 | 18 | 59 | 42 | 16 | 68 |
Bars Traded | 4617 | 994 | 3623 | 4617 | 994 | 3623 |
Profit Streak | 10.8409 | 11.5076 | 10.8409 | 10.8409 | 11.5076 | 10.8409 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579514 | -557121 | -733477 | 532787 | -741867 | -137172 |
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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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