Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -175486.8768 | 16297.1415 | -191784.0182 | -8622568.6473 | 1886811.4556 | -10509380.1029 |
Total P&L (%) | -175.4869 | 16.2971 | -191.784 | -8622.5686 | 1886.8115 | -10509.3801 |
Avg Daily Profit (%) | -0.1089 | 0.0101 | -0.119 | 0 | 0.1856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -531669 | -49430 | -531669 | -9281137 | -1271755 | -11065212 |
Profit Factor | 0.7268 | 1.1486 | 0.6399 | 0.3334 | 2.0355 | 0.0544 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 55 | 26 | 29 | 41 | 19 | 22 |
Losing Trades | 9 | 6 | 3 | 23 | 13 | 10 |
Profitability (%) | 85.9375 | 81.25 | 90.625 | 64.0625 | 59.375 | 68.75 |
Ratio Avg Win / Avg Loss | 0.1189 | 0.2651 | 0.0662 | 0.187 | 1.3927 | 0.0247 |
Largest Winning Trade | 34900 | 21881 | 34900 | 3338557 | 3338557 | 76352 |
Largest Losing Trade | -531669 | -47648 | -531669 | -3359233 | -305010 | -3359233 |
Avg Bars in Trades | 42 | 16 | 68 | 42 | 16 | 68 |
Avg Bars in Winners | 33 | 4 | 59 | 29 | 11 | 44 |
Avg Bars in Losers | 98 | 66 | 162 | 66 | 22 | 122 |
Bars Traded | 2715 | 515 | 2200 | 2715 | 515 | 2200 |
Profit Streak | 114.8042 | 172.3042 | 114.8042 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -718422 | -241848 | -574930 | -722454 | 436784 | -578379 |
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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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