Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -99233.0806 | 137916.9628 | -237150.0434 | 29460.3273 | 1824586.0143 | -1795125.687 |
Total P&L (%) | -99.2331 | 137.917 | -237.15 | 29.4603 | 1824.586 | -1795.1257 |
Avg Daily Profit (%) | -0.0533 | 0.0741 | -0.1275 | 0.0139 | 0.1591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -405895 | -68020 | -360004 | -4126372 | -1225403 | -3721273 |
Profit Factor | 0.8832 | 1.5628 | 0.6075 | 1.0048 | 1.8432 | 0.5488 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 18 | 22 | 34 | 20 | 14 |
Losing Trades | 21 | 12 | 9 | 27 | 10 | 17 |
Profitability (%) | 65.5738 | 60 | 70.9677 | 55.7377 | 66.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.4637 | 1.0419 | 0.2485 | 0.7979 | 0.9216 | 0.6664 |
Largest Winning Trade | 60234 | 60234 | 38230 | 1934551 | 1934551 | 1125781 |
Largest Losing Trade | -358591 | -52133 | -358591 | -893150 | -685811 | -893150 |
Avg Bars in Trades | 86 | 97 | 76 | 86 | 97 | 76 |
Avg Bars in Winners | 41 | 41 | 42 | 87 | 100 | 68 |
Avg Bars in Losers | 172 | 181 | 161 | 86 | 91 | 83 |
Bars Traded | 5296 | 2923 | 2373 | 5296 | 2923 | 2373 |
Profit Streak | 161.6604 | 161.6604 | 245.327 | 161.6604 | 161.6604 | 245.327 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743289 | -89666 | -576723 | -558163 | 427468 | -581323 |
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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) |
---|