Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -940754.9219 | 95540.627 | -1036295.5489 | -2917404.4465 | -10916914.7493 | 7999510.3028 |
Total P&L (%) | -940.7549 | 95.5406 | -1036.2955 | -2917.4044 | -10916.9147 | 7999.5103 |
Avg Daily Profit (%) | -0.5098 | 0.0518 | -0.5615 | 0 | 0 | 0.2384 |
Buy And Hold Return (%) | 473.3101 | 473.3101 | 473.3101 | 473.3101 | 473.3101 | 473.3101 |
Max Trade Drawdown | -1023146 | -139399 | -1082427 | -22814060 | -16195927 | -7216469 |
Profit Factor | 0.4136 | 1.3446 | 0.219 | 0.9284 | 0.5427 | 1.4736 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 16 | 17 | 27 | 13 | 14 |
Losing Trades | 26 | 13 | 13 | 32 | 16 | 16 |
Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 45.7627 | 44.8276 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3258 | 1.0925 | 0.1675 | 1.1004 | 0.6679 | 1.6841 |
Largest Winning Trade | 54464 | 45533 | 54464 | 15166230 | 3481118 | 15166230 |
Largest Losing Trade | -637248 | -74263 | -637248 | -13634344 | -13634344 | -5772142 |
Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Winners | 33 | 33 | 33 | 59 | 61 | 58 |
Avg Bars in Losers | 94 | 96 | 92 | 60 | 61 | 59 |
Bars Traded | 3561 | 1788 | 1773 | 3561 | 1788 | 1773 |
Profit Streak | 0 | 92.1611 | 0 | 48.6611 | 0 | 130.6611 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759508 | -288026 | -579961 | -759696 | -582844 | 368554 |
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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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