Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -354903.969 | 35359.5455 | -390263.5145 | 1449708.5505 | 23521.8245 | 1426186.726 |
Total P&L (%) | -354.904 | 35.3595 | -390.2635 | 1449.7086 | 23.5218 | 1426.1867 |
Avg Daily Profit (%) | -0.1952 | 0.0195 | -0.2147 | 0.1509 | 0.0116 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -573186 | -99854 | -603203 | -720724 | -720724 | -214554 |
Profit Factor | 0.5933 | 1.1676 | 0.4101 | 1.8095 | 1.0196 | 3.4079 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 36 | 39 | 67 | 30 | 37 |
Losing Trades | 19 | 11 | 8 | 27 | 17 | 10 |
Profitability (%) | 79.7872 | 76.5957 | 82.9787 | 71.2766 | 63.8298 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.1503 | 0.3568 | 0.0841 | 0.7292 | 0.5778 | 0.9211 |
Largest Winning Trade | 23299 | 23299 | 18385 | 632721 | 140462 | 632721 |
Largest Losing Trade | -371445 | -65216 | -371445 | -720724 | -720724 | -188796 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 11 | 8 | 14 | 17 | 5 | 26 |
Avg Bars in Losers | 125 | 118 | 133 | 77 | 84 | 66 |
Bars Traded | 3235 | 1600 | 1635 | 3235 | 1600 | 1635 |
Profit Streak | 41.8135 | 157.3135 | 41.8135 | 41.8135 | 157.3135 | 41.8135 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574885 | -202313 | -575531 | 470215 | -379114 | 581107 |
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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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