Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1499943.8071 | 37478.4376 | -1537422.2447 | 1277596.7044 | -17485159.033 | 18762755.7374 |
Total P&L (%) | -1499.9438 | 37.4784 | -1537.4222 | 1277.5967 | -17485.159 | 18762.7557 |
Avg Daily Profit (%) | -0.7201 | 0.018 | -0.7381 | 0.126 | 0 | 0.2519 |
Buy And Hold Return (%) | 894.1003 | 894.1003 | 894.1003 | 894.1003 | 894.1003 | 894.1003 |
Max Trade Drawdown | -1634942 | -117568 | -1648348 | -28451468 | -24188605 | -6096356 |
Profit Factor | 0.3166 | 1.118 | 0.1809 | 1.0258 | 0.463 | 2.1019 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 29 | 32 | 53 | 25 | 28 |
Losing Trades | 27 | 15 | 12 | 35 | 19 | 16 |
Profitability (%) | 69.3182 | 65.9091 | 72.7273 | 60.2273 | 56.8182 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.1401 | 0.5783 | 0.0679 | 0.6774 | 0.3519 | 1.2011 |
Largest Winning Trade | 39688 | 39688 | 21956 | 20271743 | 7346100 | 20271743 |
Largest Losing Trade | -1150131 | -57446 | -1150131 | -13553407 | -13553407 | -4553339 |
Avg Bars in Trades | 276 | 300 | 252 | 276 | 300 | 252 |
Avg Bars in Winners | 121 | 120 | 121 | 143 | 133 | 153 |
Avg Bars in Losers | 627 | 648 | 602 | 477 | 520 | 426 |
Bars Traded | 24336 | 13223 | 11113 | 24336 | 13223 | 11113 |
Profit Streak | 17.2929 | 17.2929 | 285.4595 | 17.2929 | 17.2929 | 285.4595 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576283 | -424305 | -576338 | -247547 | -579266 | 526608 |
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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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