Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1059869.2554 | 72157.1412 | -1132026.3966 | 1652245.1533 | -11127664.259 | 12779909.4123 |
Total P&L (%) | -1059.8693 | 72.1571 | -1132.0264 | 1652.2452 | -11127.6643 | 12779.9094 |
Avg Daily Profit (%) | -0.4699 | 0.032 | -0.5019 | 0.127 | 0 | 0.2156 |
Buy And Hold Return (%) | 587.4387 | 587.4387 | 587.4387 | 587.4387 | 587.4387 | 587.4387 |
Max Trade Drawdown | -1213527 | -124848 | -1228074 | -14217250 | -13221178 | -8271830 |
Profit Factor | 0.3693 | 1.2849 | 0.2068 | 1.045 | 0.4728 | 1.8167 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 19 | 25 | 42 | 16 | 26 |
Losing Trades | 35 | 20 | 15 | 37 | 23 | 14 |
Profitability (%) | 55.6962 | 48.7179 | 62.5 | 53.1646 | 41.0256 | 65 |
Ratio Avg Win / Avg Loss | 0.2938 | 1.3525 | 0.1241 | 0.9206 | 0.6797 | 0.9782 |
Largest Winning Trade | 75057 | 75057 | 47031 | 14559156 | 4668951 | 14559156 |
Largest Losing Trade | -896590 | -41661 | -896590 | -6286957 | -6286957 | -4807257 |
Avg Bars in Trades | 50 | 62 | 39 | 50 | 62 | 39 |
Avg Bars in Winners | 28 | 37 | 21 | 32 | 36 | 30 |
Avg Bars in Losers | 79 | 86 | 70 | 71 | 81 | 56 |
Bars Traded | 4028 | 2447 | 1581 | 4028 | 2447 | 1581 |
Profit Streak | 68.8137 | 68.8137 | 253.8137 | 68.8137 | 68.8137 | 253.8137 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609937 | -315856 | -577731 | -228520 | -583689 | 439581 |
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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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