Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1645272.4865 | -44736.4375 | -1600536.049 | 373033.8755 | -8953240.9786 | 9326274.8541 |
Total P&L (%) | -1645.2725 | -44.7364 | -1600.536 | 373.0339 | -8953.241 | 9326.2749 |
Avg Daily Profit (%) | -0.7898 | -0.0215 | -0.7683 | 0.0746 | 0 | 0.2185 |
Buy And Hold Return (%) | 949.3546 | 949.3546 | 949.3546 | 949.3546 | 949.3546 | 949.3546 |
Max Trade Drawdown | -1739480 | -154912 | -1681915 | -15038163 | -11725874 | -3343465 |
Profit Factor | 0.2474 | 0.8628 | 0.1394 | 1.0181 | 0.348 | 2.3542 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 53 | 25 | 28 | 49 | 23 | 26 |
Losing Trades | 27 | 15 | 12 | 31 | 17 | 14 |
Profitability (%) | 66.25 | 62.5 | 70 | 61.25 | 57.5 | 65 |
Ratio Avg Win / Avg Loss | 0.126 | 0.5177 | 0.0598 | 0.6441 | 0.2572 | 1.2676 |
Largest Winning Trade | 32814 | 32814 | 20382 | 10665230 | 3020645 | 10665230 |
Largest Losing Trade | -1186176 | -56970 | -1186176 | -5712484 | -5712484 | -1385300 |
Avg Bars in Trades | 303 | 332 | 274 | 303 | 332 | 274 |
Avg Bars in Winners | 115 | 114 | 116 | 135 | 126 | 142 |
Avg Bars in Losers | 672 | 694 | 644 | 569 | 610 | 521 |
Bars Traded | 24292 | 13295 | 10997 | 24292 | 13295 | 10997 |
Profit Streak | 79.6409 | 79.6409 | 283.3909 | 79.6409 | 79.6409 | 283.3909 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600615 | -577761 | -576721 | -481865 | -578409 | 539151 |
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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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