Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1934001.2011 | -77602.794 | -1856398.4071 | 196746.3052 | -13422959.2468 | 13619705.552 |
Total P&L (%) | -1934.0012 | -77.6028 | -1856.3984 | 196.7463 | -13422.9592 | 13619.7056 |
Avg Daily Profit (%) | -0.856 | -0.0343 | -0.8217 | 0.0482 | 0 | 0.2181 |
Buy And Hold Return (%) | 353.1568 | 353.1568 | 353.1568 | 353.1568 | 353.1568 | 353.1568 |
Max Trade Drawdown | -2036408 | -183193 | -1943588 | -18572818 | -13518147 | -5065874 |
Profit Factor | 0.1991 | 0.768 | 0.1076 | 1.0087 | 0.1303 | 2.884 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 18 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 14 | 15 | 33 | 18 | 15 |
Profitability (%) | 55.3846 | 56.25 | 54.5455 | 49.2308 | 43.75 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.1604 | 0.5973 | 0.0896 | 1.0402 | 0.1676 | 2.4033 |
Largest Winning Trade | 46575 | 46575 | 34843 | 15977376 | 546989 | 15977376 |
Largest Losing Trade | -1484977 | -60639 | -1484977 | -7147939 | -7147939 | -2259467 |
Avg Bars in Trades | 99 | 111 | 86 | 99 | 111 | 86 |
Avg Bars in Winners | 51 | 60 | 42 | 59 | 61 | 58 |
Avg Bars in Losers | 158 | 177 | 140 | 137 | 150 | 121 |
Bars Traded | 6442 | 3572 | 2870 | 6442 | 3572 | 2870 |
Profit Streak | 11.3035 | 0 | 279.3035 | 11.3035 | 0 | 279.3035 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715444 | -580000 | -578842 | -641018 | -583240 | 562818 |
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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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