Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1666710.7453 | -15968.0608 | -1650742.6845 | -80512.9375 | 3481286.1277 | -3561799.0653 |
Total P&L (%) | -1666.7107 | -15.9681 | -1650.7427 | -80.5129 | 3481.2861 | -3561.7991 |
Avg Daily Profit (%) | -0.8889 | -0.0085 | -0.8804 | -0.0872 | 0.191 | 0 |
Buy And Hold Return (%) | 550.1022 | 550.1022 | 550.1022 | 550.1022 | 550.1022 | 550.1022 |
Max Trade Drawdown | -1778627 | -162431 | -1685324 | -3791021 | -536198 | -4710633 |
Profit Factor | 0.2615 | 0.9494 | 0.1497 | 0.9896 | 4.813 | 0.4764 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 19 | 22 | 27 | 17 | 10 |
Losing Trades | 25 | 14 | 11 | 39 | 16 | 23 |
Profitability (%) | 62.1212 | 57.5758 | 66.6667 | 40.9091 | 51.5152 | 30.303 |
Ratio Avg Win / Avg Loss | 0.1594 | 0.6995 | 0.0749 | 1.4294 | 4.5299 | 1.0957 |
Largest Winning Trade | 100365 | 100365 | 32255 | 1452375 | 1243726 | 1452375 |
Largest Losing Trade | -1256312 | -64392 | -1256312 | -3149329 | -536198 | -3149329 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 29 | 24 | 34 | 71 | 66 | 81 |
Avg Bars in Losers | 89 | 77 | 104 | 39 | 26 | 47 |
Bars Traded | 3465 | 1554 | 1911 | 3465 | 1554 | 1911 |
Profit Streak | 39.4298 | 39.4298 | 39.9298 | 39.4298 | 39.4298 | 39.9298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706277 | -579273 | -577654 | -709995 | 572034 | -585808 |
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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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