Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241630.1371 | -13325.4112 | -1228304.7259 | 634577.3567 | -5003075.8862 | 5637653.243 |
Total P&L (%) | -1241.6301 | -13.3254 | -1228.3047 | 634.5774 | -5003.0759 | 5637.6532 |
Avg Daily Profit (%) | -0.6622 | -0.0071 | -0.6551 | 0.1064 | 0 | 0.2162 |
Buy And Hold Return (%) | 554.6119 | 554.6119 | 554.6119 | 554.6119 | 554.6119 | 554.6119 |
Max Trade Drawdown | -1364829 | -133673 | -1315997 | -6543565 | -6464956 | -1679431 |
Profit Factor | 0.2348 | 0.9368 | 0.13 | 1.063 | 0.3459 | 3.3237 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 68 | 34 | 34 | 66 | 31 | 35 |
Losing Trades | 19 | 9 | 10 | 21 | 12 | 9 |
Profitability (%) | 78.1609 | 79.0698 | 77.2727 | 75.8621 | 72.093 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.0656 | 0.248 | 0.0382 | 0.3382 | 0.1339 | 0.8547 |
Largest Winning Trade | 22366 | 22366 | 15020 | 4368900 | 875932 | 4368900 |
Largest Losing Trade | -799045 | -79499 | -799045 | -5523152 | -5523152 | -1430736 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 8 | 9 | 8 | 15 | 12 | 18 |
Avg Bars in Losers | 152 | 207 | 102 | 116 | 147 | 74 |
Bars Traded | 3499 | 2173 | 1326 | 3499 | 2173 | 1326 |
Profit Streak | 52.4299 | 52.4299 | 69.4299 | 52.4299 | 52.4299 | 69.4299 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574967 | -575483 | -575599 | -318827 | -576388 | 620162 |
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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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