Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2704597.5974 | -163653.3427 | -2540944.2547 | -75236.8586 | 2042980.2284 | -2118217.087 |
Total P&L (%) | -2704.5976 | -163.6533 | -2540.9443 | -75.2369 | 2042.9802 | -2118.2171 |
Avg Daily Profit (%) | -1.4647 | -0.0886 | -1.3761 | -0.0756 | 0.1661 | 0 |
Buy And Hold Return (%) | 204.0832 | 204.0832 | 204.0832 | 204.0832 | 204.0832 | 204.0832 |
Max Trade Drawdown | -2771069 | -194614 | -2604484 | -3221776 | -191565 | -3221776 |
Profit Factor | 0.1412 | 0.5519 | 0.0874 | 0.9807 | 6.8471 | 0.4023 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 21 | 25 | 50 | 27 | 23 |
Losing Trades | 41 | 22 | 19 | 37 | 16 | 21 |
Profitability (%) | 52.8736 | 48.8372 | 56.8182 | 57.4713 | 62.7907 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.1259 | 0.5781 | 0.0664 | 0.7257 | 4.0575 | 0.3673 |
Largest Winning Trade | 28545 | 28545 | 26521 | 725733 | 725733 | 404908 |
Largest Losing Trade | -2339761 | -70746 | -2339761 | -3221776 | -191565 | -3221776 |
Avg Bars in Trades | 123 | 125 | 122 | 123 | 125 | 122 |
Avg Bars in Winners | 52 | 57 | 47 | 116 | 125 | 106 |
Avg Bars in Losers | 204 | 191 | 219 | 133 | 125 | 139 |
Bars Traded | 10777 | 5408 | 5369 | 10777 | 5408 | 5369 |
Profit Streak | 5.4128 | 0 | 73.4128 | 5.4128 | 0 | 73.4128 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579464 | -581179 | -578411 | -578868 | 647473 | -579000 |
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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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