Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1105080.0826 | -77743.7232 | -1027336.3594 | -31857.5632 | -3321452.6719 | 3289595.1087 |
Total P&L (%) | -1105.0801 | -77.7437 | -1027.3364 | -31.8576 | -3321.4527 | 3289.5951 |
Avg Daily Profit (%) | -0.5879 | -0.0414 | -0.5466 | -0.0204 | 0 | 0.1876 |
Buy And Hold Return (%) | 246.6382 | 246.6382 | 246.6382 | 246.6382 | 246.6382 | 246.6382 |
Max Trade Drawdown | -1259428 | -190857 | -1110313 | -4558123 | -4513376 | -1380608 |
Profit Factor | 0.2934 | 0.7376 | 0.1895 | 0.9962 | 0.4045 | 2.1447 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 33 | 15 | 18 |
Losing Trades | 30 | 17 | 13 | 28 | 16 | 12 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 54.0984 | 48.3871 | 60 |
Ratio Avg Win / Avg Loss | 0.2839 | 0.8957 | 0.1449 | 0.8453 | 0.4314 | 1.4298 |
Largest Winning Trade | 45396 | 45396 | 36870 | 3167642 | 834454 | 3167642 |
Largest Losing Trade | -688775 | -49717 | -688775 | -2282703 | -2282703 | -1312955 |
Avg Bars in Trades | 176 | 148 | 205 | 176 | 148 | 205 |
Avg Bars in Winners | 123 | 107 | 136 | 150 | 117 | 178 |
Avg Bars in Losers | 232 | 182 | 297 | 207 | 178 | 246 |
Bars Traded | 10791 | 4615 | 6176 | 10791 | 4615 | 6176 |
Profit Streak | 249.156 | 249.156 | 266.3227 | 249.156 | 249.156 | 266.3227 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745249 | -581346 | -578610 | -744824 | -580092 | 485991 |
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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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