Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1051778.0677 | 30575.6408 | -1082353.7085 | -53690.8749 | -2147138.1473 | 2093447.2724 |
Total P&L (%) | -1051.7781 | 30.5756 | -1082.3537 | -53.6909 | -2147.1381 | 2093.4473 |
Avg Daily Profit (%) | -0.5599 | 0.0163 | -0.5761 | -0.041 | 0 | 0.1645 |
Buy And Hold Return (%) | 252.6198 | 252.6198 | 252.6198 | 252.6198 | 252.6198 | 252.6198 |
Max Trade Drawdown | -1161573 | -160209 | -1118655 | -2870079 | -2536716 | -1436449 |
Profit Factor | 0.3365 | 1.1014 | 0.1568 | 0.9881 | 0.2222 | 2.1969 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 55 | 29 | 26 | 47 | 24 | 23 |
Losing Trades | 24 | 11 | 13 | 32 | 16 | 16 |
Profitability (%) | 69.6203 | 72.5 | 66.6667 | 59.4937 | 60 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.1469 | 0.4178 | 0.0784 | 0.6727 | 0.1481 | 1.5283 |
Largest Winning Trade | 83122 | 83122 | 20488 | 3596539 | 337589 | 3596539 |
Largest Losing Trade | -977553 | -66571 | -977553 | -1250987 | -1250987 | -1115332 |
Avg Bars in Trades | 65 | 75 | 54 | 65 | 75 | 54 |
Avg Bars in Winners | 28 | 29 | 28 | 34 | 35 | 33 |
Avg Bars in Losers | 149 | 196 | 108 | 110 | 134 | 85 |
Bars Traded | 5159 | 3015 | 2144 | 5159 | 3015 | 2144 |
Profit Streak | 18.715 | 160.0483 | 18.715 | 18.715 | 160.0483 | 18.715 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607761 | -443156 | -578035 | -609074 | -577983 | 491751 |
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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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