Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -919066.8931 | 236805.1969 | -1155872.0901 | -170216.0646 | -5660410.5431 | 5490194.4786 |
Total P&L (%) | -919.0669 | 236.8052 | -1155.8721 | -170.2161 | -5660.4105 | 5490.1945 |
Avg Daily Profit (%) | -0.4681 | 0.1206 | -0.5887 | 0 | 0 | 0.2051 |
Buy And Hold Return (%) | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 |
Max Trade Drawdown | -1248989 | -127373 | -1250217 | -14326741 | -6839734 | -7511817 |
Profit Factor | 0.4359 | 1.8784 | 0.1498 | 0.9887 | 0.2191 | 1.6976 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 20 | 16 | 34 | 17 | 17 |
Losing Trades | 22 | 9 | 13 | 24 | 12 | 12 |
Profitability (%) | 62.069 | 68.9655 | 55.1724 | 58.6207 | 58.6207 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.2664 | 0.8453 | 0.1218 | 0.6979 | 0.1547 | 1.1983 |
Largest Winning Trade | 108361 | 108361 | 50184 | 12739923 | 530357 | 12739923 |
Largest Losing Trade | -1076871 | -63010 | -1076871 | -7511817 | -6814923 | -7511817 |
Avg Bars in Trades | 131 | 157 | 104 | 131 | 157 | 104 |
Avg Bars in Winners | 82 | 104 | 55 | 136 | 167 | 105 |
Avg Bars in Losers | 210 | 276 | 164 | 122 | 143 | 102 |
Bars Traded | 7598 | 4574 | 3024 | 7598 | 4574 | 3024 |
Profit Streak | 418.1591 | 420.4091 | 418.1591 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757750 | -194002 | -579577 | -759160 | -579715 | 308791 |
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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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