Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1410721.2954 | 63029.1524 | -1473750.4478 | 2642408.5969 | -29601973.64 | 32244382.2369 |
Total P&L (%) | -1410.7213 | 63.0292 | -1473.7504 | 2642.4086 | -29601.9736 | 32244.3822 |
Avg Daily Profit (%) | -0.6222 | 0.0278 | -0.65 | 0.1462 | 0 | 0.2552 |
Buy And Hold Return (%) | 517.6342 | 517.6342 | 517.6342 | 517.6342 | 517.6342 | 517.6342 |
Max Trade Drawdown | -1568100 | -132868 | -1553381 | -33930802 | -32649393 | -9029282 |
Profit Factor | 0.2857 | 1.2291 | 0.133 | 1.0419 | 0.3984 | 3.3149 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 19 | 23 | 34 | 14 | 20 |
Losing Trades | 19 | 11 | 8 | 27 | 16 | 11 |
Profitability (%) | 68.8525 | 63.3333 | 74.1935 | 55.7377 | 46.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.1292 | 0.7116 | 0.0463 | 0.8274 | 0.4553 | 1.8232 |
Largest Winning Trade | 61136 | 61136 | 40147 | 30654617 | 7641133 | 30654617 |
Largest Losing Trade | -1198772 | -51908 | -1198772 | -16190906 | -16190906 | -5313876 |
Avg Bars in Trades | 99 | 111 | 87 | 99 | 111 | 87 |
Avg Bars in Winners | 45 | 41 | 48 | 55 | 39 | 66 |
Avg Bars in Losers | 218 | 232 | 198 | 155 | 174 | 126 |
Bars Traded | 6062 | 3347 | 2715 | 6062 | 3347 | 2715 |
Profit Streak | 83.8417 | 83.8417 | 287.5083 | 83.8417 | 83.8417 | 287.5083 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742968 | -321296 | -576268 | -338822 | -581563 | 651680 |
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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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