Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1615052.367 | -64738.7792 | -1550313.5878 | 147415.7022 | -8613315.5239 | 8760731.2261 |
Total P&L (%) | -1615.0524 | -64.7388 | -1550.3136 | 147.4157 | -8613.3155 | 8760.7312 |
Avg Daily Profit (%) | -0.9045 | -0.0363 | -0.8683 | 0.0507 | 0 | 0.2515 |
Buy And Hold Return (%) | 300.1284 | 300.1284 | 300.1284 | 300.1284 | 300.1284 | 300.1284 |
Max Trade Drawdown | -1692586 | -236963 | -1588686 | -19045927 | -15834979 | -5251856 |
Profit Factor | 0.2762 | 0.8352 | 0.1568 | 1.0051 | 0.5336 | 1.8217 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 41.4141 | 38 | 44.898 | 41.4141 | 38 | 44.898 |
Ratio Avg Win / Avg Loss | 0.3907 | 1.3626 | 0.1924 | 1.4218 | 0.8706 | 2.2358 |
Largest Winning Trade | 70007 | 70007 | 32665 | 13351116 | 7650379 | 13351116 |
Largest Losing Trade | -802467 | -67127 | -802467 | -7841766 | -7841766 | -5251856 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 22 | 28 | 17 | 24 | 23 | 24 |
Avg Bars in Losers | 43 | 47 | 38 | 42 | 50 | 32 |
Bars Traded | 3425 | 2007 | 1417 | 3425 | 2007 | 1417 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583853 | -763833 | -582388 | -508954 | -765500 | 371652 |
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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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