Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -589856.3802 | 76359.0218 | -666215.402 | -101942.4333 | 1728394.1613 | -1830336.5946 |
Total P&L (%) | -589.8564 | 76.359 | -666.2154 | -101.9424 | 1728.3942 | -1830.3366 |
Avg Daily Profit (%) | -0.3116 | 0.0403 | -0.3519 | 0 | 0.1536 | 0 |
Buy And Hold Return (%) | 193.3793 | 193.3793 | 193.3793 | 193.3793 | 193.3793 | 193.3793 |
Max Trade Drawdown | -779691 | -177011 | -766969 | -3252157 | -841927 | -3028237 |
Profit Factor | 0.5743 | 1.2152 | 0.3537 | 0.9788 | 2.4595 | 0.4965 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 26 | 32 | 46 | 27 | 19 |
Losing Trades | 33 | 19 | 14 | 45 | 18 | 27 |
Profitability (%) | 63.7363 | 57.7778 | 69.5652 | 50.5495 | 60 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.3268 | 0.888 | 0.1547 | 0.9576 | 1.6396 | 0.7056 |
Largest Winning Trade | 58321 | 58321 | 49545 | 1788838 | 1788838 | 1008863 |
Largest Losing Trade | -414279 | -66019 | -414279 | -1794452 | -841927 | -1794452 |
Avg Bars in Trades | 121 | 136 | 108 | 121 | 136 | 108 |
Avg Bars in Winners | 67 | 64 | 70 | 154 | 178 | 120 |
Avg Bars in Losers | 217 | 233 | 194 | 88 | 72 | 99 |
Bars Traded | 11098 | 6120 | 4978 | 11098 | 6120 | 4978 |
Profit Streak | 19.5665 | 48.5665 | 19.5665 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577411 | -304842 | -577610 | -580463 | 492858 | -584086 |
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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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