Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1722067.2191 | -154655.2116 | -1567412.0075 | -143739.5618 | 4265081.7752 | -4408821.337 |
Total P&L (%) | -1722.0672 | -154.6552 | -1567.412 | -143.7396 | 4265.0818 | -4408.8213 |
Avg Daily Profit (%) | -0.9622 | -0.0864 | -0.8758 | 0 | 0.2112 | 0 |
Buy And Hold Return (%) | 253.1282 | 253.1282 | 253.1282 | 253.1282 | 253.1282 | 253.1282 |
Max Trade Drawdown | -1800336 | -235376 | -1631436 | -6105901 | -1129679 | -7337683 |
Profit Factor | 0.1976 | 0.4626 | 0.1566 | 0.986 | 4.1293 | 0.5056 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 12 | 21 | 42 | 27 | 15 |
Losing Trades | 44 | 27 | 17 | 35 | 12 | 23 |
Profitability (%) | 42.8571 | 30.7692 | 55.2632 | 54.5455 | 69.2308 | 39.4737 |
Ratio Avg Win / Avg Loss | 0.2635 | 1.0409 | 0.1267 | 0.8217 | 1.8353 | 0.7753 |
Largest Winning Trade | 77266 | 77266 | 37738 | 2385576 | 2385576 | 2114744 |
Largest Losing Trade | -1631053 | -40104 | -1631053 | -2568641 | -716465 | -2568641 |
Avg Bars in Trades | 62 | 49 | 75 | 62 | 49 | 75 |
Avg Bars in Winners | 48 | 26 | 60 | 65 | 58 | 79 |
Avg Bars in Losers | 72 | 59 | 93 | 57 | 28 | 72 |
Bars Traded | 4774 | 1919 | 2855 | 4774 | 1919 | 2855 |
Profit Streak | 58.8477 | 58.8477 | 78.8477 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628855 | -586008 | -579524 | -626466 | 640930 | -584858 |
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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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