Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1306814.1734 | 37724.2211 | -1344538.3944 | 761774.3597 | -12384153.9434 | 13145928.3031 |
Total P&L (%) | -1306.8142 | 37.7242 | -1344.5384 | 761.7744 | -12384.1539 | 13145.9283 |
Avg Daily Profit (%) | -0.5761 | 0.0166 | -0.5928 | 0.095 | 0 | 0.2157 |
Buy And Hold Return (%) | 316.0475 | 316.0475 | 316.0475 | 316.0475 | 316.0475 | 316.0475 |
Max Trade Drawdown | -1411770 | -164972 | -1415180 | -21113346 | -19472767 | -6522520 |
Profit Factor | 0.3042 | 1.137 | 0.1611 | 1.026 | 0.4203 | 2.6669 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 20 | 23 | 35 | 15 | 20 |
Losing Trades | 23 | 13 | 10 | 31 | 18 | 13 |
Profitability (%) | 65.1515 | 60.6061 | 69.697 | 53.0303 | 45.4545 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.1627 | 0.7391 | 0.0701 | 0.9088 | 0.5043 | 1.7335 |
Largest Winning Trade | 91900 | 91900 | 39713 | 7419571 | 7249342 | 7419571 |
Largest Losing Trade | -1155676 | -50468 | -1155676 | -10938701 | -10938701 | -5017291 |
Avg Bars in Trades | 132 | 138 | 126 | 132 | 138 | 126 |
Avg Bars in Winners | 62 | 47 | 75 | 77 | 45 | 101 |
Avg Bars in Losers | 263 | 277 | 244 | 194 | 215 | 165 |
Bars Traded | 8756 | 4566 | 4190 | 8756 | 4566 | 4190 |
Profit Streak | 61.683 | 61.683 | 74.433 | 61.683 | 61.683 | 74.433 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705923 | -405953 | -577283 | -390137 | -582010 | 560681 |
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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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