Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1111813.7413 | 14695.8984 | -1126509.6397 | -494038.6669 | -4437665.0784 | 3943626.4114 |
Total P&L (%) | -1111.8137 | 14.6959 | -1126.5096 | -494.0387 | -4437.6651 | 3943.6264 |
Avg Daily Profit (%) | -0.6046 | 0.008 | -0.6126 | 0 | 0 | 0.2014 |
Buy And Hold Return (%) | 830.5061 | 830.5061 | 830.5061 | 830.5061 | 830.5061 | 830.5061 |
Max Trade Drawdown | -1209142 | -174219 | -1162984 | -9200362 | -7414746 | -1785616 |
Profit Factor | 0.3332 | 1.0459 | 0.1638 | 0.9592 | 0.4815 | 2.1149 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 17 | 18 | 28 | 13 | 15 |
Losing Trades | 23 | 12 | 11 | 30 | 16 | 14 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.219 | 0.7383 | 0.1001 | 1.0277 | 0.5926 | 1.9739 |
Largest Winning Trade | 64108 | 64108 | 31522 | 4695939 | 1286793 | 4695939 |
Largest Losing Trade | -453044 | -78639 | -453044 | -6581319 | -6581319 | -792250 |
Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
Avg Bars in Winners | 52 | 54 | 50 | 97 | 88 | 104 |
Avg Bars in Losers | 145 | 126 | 166 | 82 | 80 | 83 |
Bars Traded | 5191 | 2446 | 2745 | 5191 | 2446 | 2745 |
Profit Streak | 44.9217 | 85.5884 | 44.9217 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757516 | -517623 | -578713 | -759281 | -582844 | 384590 |
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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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