Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -831871.8952 | 157295.2451 | -989167.1403 | -14132876.7206 | 11235768.2233 | -25368644.9438 |
Total P&L (%) | -831.8719 | 157.2952 | -989.1671 | -14132.8767 | 11235.7682 | -25368.6449 |
Avg Daily Profit (%) | -0.3825 | 0.0723 | -0.4548 | 0 | 0.2177 | 0 |
Buy And Hold Return (%) | 511.8952 | 511.8952 | 511.8952 | 511.8952 | 511.8952 | 511.8952 |
Max Trade Drawdown | -1095641 | -177442 | -1130472 | -20740170 | -6423870 | -25477000 |
Profit Factor | 0.4665 | 1.6637 | 0.252 | 0.7262 | 1.7712 | 0.3151 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 18 | 22 | 26 | 18 | 8 |
Losing Trades | 26 | 15 | 11 | 40 | 15 | 25 |
Profitability (%) | 60.6061 | 54.5455 | 66.6667 | 39.3939 | 54.5455 | 24.2424 |
Ratio Avg Win / Avg Loss | 0.3032 | 1.3865 | 0.126 | 1.1172 | 1.476 | 0.9848 |
Largest Winning Trade | 81153 | 81153 | 57638 | 9843644 | 8566554 | 9843644 |
Largest Losing Trade | -648243 | -61007 | -648243 | -15980358 | -2855459 | -15980358 |
Avg Bars in Trades | 125 | 124 | 126 | 125 | 124 | 126 |
Avg Bars in Winners | 62 | 55 | 67 | 147 | 161 | 117 |
Avg Bars in Losers | 222 | 207 | 242 | 110 | 80 | 128 |
Bars Traded | 8282 | 4123 | 4159 | 8282 | 4123 | 4159 |
Profit Streak | 166.3651 | 166.3651 | 541.3651 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706548 | -258972 | -577256 | -712013 | 396049 | -613956 |
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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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