Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -722260.9603 | 85876.865 | -808137.8253 | 198286.7438 | -7615386.2266 | 7813672.9704 |
Total P&L (%) | -722.261 | 85.8769 | -808.1378 | 198.2867 | -7615.3862 | 7813.673 |
Avg Daily Profit (%) | -0.3847 | 0.0457 | -0.4304 | 0.0582 | 0 | 0.2331 |
Buy And Hold Return (%) | 546.706 | 546.706 | 546.706 | 546.706 | 546.706 | 546.706 |
Max Trade Drawdown | -785272 | -112331 | -843839 | -9555796 | -9180992 | -1050924 |
Profit Factor | 0.3624 | 1.4474 | 0.141 | 1.0145 | 0.3461 | 4.7971 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 44 | 24 | 20 | 34 | 18 | 16 |
Losing Trades | 13 | 4 | 9 | 23 | 10 | 13 |
Profitability (%) | 77.193 | 85.7143 | 68.9655 | 59.6491 | 64.2857 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1071 | 0.2412 | 0.0634 | 0.6863 | 0.1923 | 3.8976 |
Largest Winning Trade | 46342 | 46342 | 32937 | 7619320 | 1694602 | 7619320 |
Largest Losing Trade | -512048 | -85587 | -512048 | -8395495 | -8395495 | -774879 |
Avg Bars in Trades | 50 | 85 | 17 | 50 | 85 | 17 |
Avg Bars in Winners | 12 | 18 | 6 | 17 | 23 | 11 |
Avg Bars in Losers | 180 | 487 | 43 | 99 | 195 | 25 |
Bars Traded | 2894 | 2382 | 512 | 2894 | 2382 | 512 |
Profit Streak | 290.5371 | 322.5371 | 290.5371 | 290.5371 | 322.5371 | 290.5371 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755784 | -313924 | -577508 | -664505 | -599015 | 628133 |
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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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