Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -973543.0514 | 144557.2992 | -1118100.3506 | -25168268.0414 | 13556574.7727 | -38724842.8141 |
Total P&L (%) | -973.5431 | 144.5573 | -1118.1004 | -25168.268 | 13556.5748 | -38724.8428 |
Avg Daily Profit (%) | -0.4495 | 0.0667 | -0.5162 | 0 | 0.2273 | 0 |
Buy And Hold Return (%) | 485.9539 | 485.9539 | 485.9539 | 485.9539 | 485.9539 | 485.9539 |
Max Trade Drawdown | -1311596 | -126235 | -1302123 | -36024112 | -7591934 | -38958496 |
Profit Factor | 0.4292 | 1.5836 | 0.233 | 0.6348 | 1.7148 | 0.2247 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 20 | 25 | 31 | 19 | 12 |
Losing Trades | 20 | 12 | 8 | 34 | 13 | 21 |
Profitability (%) | 69.2308 | 62.5 | 75.7576 | 47.6923 | 59.375 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.1907 | 0.9502 | 0.0746 | 0.6962 | 1.1733 | 0.3931 |
Largest Winning Trade | 58944 | 58944 | 50221 | 14908624 | 14908624 | 6907341 |
Largest Losing Trade | -784732 | -64662 | -784732 | -19575078 | -5498366 | -19575078 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 25 | 26 | 24 | 70 | 81 | 53 |
Avg Bars in Losers | 146 | 125 | 178 | 55 | 37 | 66 |
Bars Traded | 4076 | 2036 | 2040 | 4076 | 2036 | 2040 |
Profit Streak | 159.1253 | 159.1253 | 353.1253 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712873 | -266895 | -576081 | -717675 | 417325 | -586105 |
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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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