Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1040269.5303 | 60891.746 | -1101161.2762 | -702576.0156 | -4481926.3809 | 3779350.3653 |
Total P&L (%) | -1040.2695 | 60.8917 | -1101.1613 | -702.576 | -4481.9264 | 3779.3504 |
Avg Daily Profit (%) | -0.4724 | 0.0277 | -0.5001 | 0 | 0 | 0.1663 |
Buy And Hold Return (%) | 546.9532 | 546.9532 | 546.9532 | 546.9532 | 546.9532 | 546.9532 |
Max Trade Drawdown | -1049207 | -145965 | -951547 | -8365854 | -5218577 | -4113450 |
Profit Factor | 0.3741 | 1.2398 | 0.2179 | 0.9537 | 0.3802 | 1.4768 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 19 | 22 | 35 | 16 | 19 |
Losing Trades | 32 | 17 | 15 | 38 | 20 | 18 |
Profitability (%) | 56.1644 | 52.7778 | 59.4595 | 47.9452 | 44.4444 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.2919 | 1.1093 | 0.1486 | 1.0354 | 0.4753 | 1.3991 |
Largest Winning Trade | 56375 | 56375 | 41588 | 6618380 | 799806 | 6618380 |
Largest Losing Trade | -510701 | -65804 | -510701 | -3860301 | -3434028 | -3860301 |
Avg Bars in Trades | 84 | 106 | 63 | 84 | 106 | 63 |
Avg Bars in Winners | 41 | 51 | 32 | 65 | 80 | 52 |
Avg Bars in Losers | 140 | 167 | 110 | 102 | 126 | 75 |
Bars Traded | 6178 | 3817 | 2361 | 6178 | 3817 | 2361 |
Profit Streak | 17.5764 | 0 | 49.2431 | 0 | 264.5764 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655411 | -321639 | -578982 | -656187 | -581589 | 325233 |
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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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