Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1242302.8115 | -69562.928 | -1172739.8836 | 50651.8951 | -3436866.4252 | 3487518.3203 |
Total P&L (%) | -1242.3028 | -69.5629 | -1172.7399 | 50.6519 | -3436.8664 | 3487.5183 |
Avg Daily Profit (%) | -0.6601 | -0.037 | -0.6231 | 0.0218 | 0 | 0.1904 |
Buy And Hold Return (%) | 286.3667 | 286.3667 | 286.3667 | 286.3667 | 286.3667 | 286.3667 |
Max Trade Drawdown | -1389490 | -175649 | -1244474 | -3172759 | -3765425 | -1719458 |
Profit Factor | 0.2352 | 0.7509 | 0.1282 | 1.0076 | 0.2128 | 2.5132 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 71 | 36 | 35 | 67 | 33 | 34 |
Losing Trades | 21 | 10 | 11 | 25 | 13 | 12 |
Profitability (%) | 77.1739 | 78.2609 | 76.087 | 72.8261 | 71.7391 | 73.913 |
Ratio Avg Win / Avg Loss | 0.0696 | 0.2086 | 0.0403 | 0.376 | 0.0838 | 0.887 |
Largest Winning Trade | 34444 | 34444 | 18495 | 4968168 | 241636 | 4968168 |
Largest Losing Trade | -943302 | -63444 | -943302 | -1965740 | -1965740 | -1533763 |
Avg Bars in Trades | 58 | 68 | 49 | 58 | 68 | 49 |
Avg Bars in Winners | 19 | 19 | 19 | 27 | 24 | 29 |
Avg Bars in Losers | 192 | 245 | 144 | 144 | 181 | 104 |
Bars Traded | 5426 | 3155 | 2271 | 5426 | 3155 | 2271 |
Profit Streak | 28.1106 | 28.1106 | 28.4439 | 28.1106 | 28.1106 | 28.4439 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575267 | -576500 | -576314 | -538442 | -577345 | 509414 |
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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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