Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2377751.4964 | -160828.3219 | -2216923.1745 | 597919.5231 | -12717533.8033 | 13315453.3264 |
Total P&L (%) | -2377.7515 | -160.8283 | -2216.9232 | 597.9195 | -12717.5338 | 13315.4533 |
Avg Daily Profit (%) | -1.3237 | -0.0895 | -1.2341 | 0.1082 | 0 | 0.2731 |
Buy And Hold Return (%) | 262.0452 | 262.0452 | 262.0452 | 262.0452 | 262.0452 | 262.0452 |
Max Trade Drawdown | -2434469 | -232093 | -2276518 | -11322330 | -12837334 | -663498 |
Profit Factor | 0.1167 | 0.498 | 0.0652 | 1.0401 | 0.0536 | 9.9733 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 19 | 24 | 43 | 18 | 25 |
Losing Trades | 31 | 18 | 13 | 31 | 19 | 12 |
Profitability (%) | 58.1081 | 51.3514 | 64.8649 | 58.1081 | 48.6486 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.0842 | 0.4718 | 0.0353 | 0.7498 | 0.0566 | 4.7872 |
Largest Winning Trade | 37714 | 37714 | 21356 | 12541738 | 155318 | 12541738 |
Largest Losing Trade | -1626865 | -65212 | -1626865 | -5520151 | -5520151 | -663498 |
Avg Bars in Trades | 139 | 183 | 96 | 139 | 183 | 96 |
Avg Bars in Winners | 48 | 73 | 29 | 64 | 62 | 65 |
Avg Bars in Losers | 266 | 300 | 219 | 244 | 298 | 159 |
Bars Traded | 10345 | 6792 | 3553 | 10345 | 6792 | 3553 |
Profit Streak | 41.6825 | 41.6825 | 82.0159 | 41.6825 | 41.6825 | 82.0159 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646629 | -579173 | -577250 | -297074 | -579873 | 758477 |
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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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