Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1106323.0857 | -12796.1924 | -1093526.8933 | 121995.8973 | -4137507.3378 | 4259503.2351 |
Total P&L (%) | -1106.3231 | -12.7962 | -1093.5269 | 121.9959 | -4137.5073 | 4259.5032 |
Avg Daily Profit (%) | -0.592 | -0.0068 | -0.5852 | 0.0427 | 0 | 0.2022 |
Buy And Hold Return (%) | 509.6987 | 509.6987 | 509.6987 | 509.6987 | 509.6987 | 509.6987 |
Max Trade Drawdown | -1147366 | -177322 | -1116033 | -3037138 | -4188394 | -918835 |
Profit Factor | 0.3288 | 0.9622 | 0.1649 | 1.0168 | 0.1798 | 2.9185 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 19 | 19 | 34 | 14 | 20 |
Losing Trades | 44 | 22 | 22 | 48 | 27 | 21 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 41.4634 | 34.1463 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3807 | 1.1142 | 0.191 | 1.4355 | 0.3467 | 3.0644 |
Largest Winning Trade | 78677 | 78677 | 46378 | 4387519 | 294149 | 4387519 |
Largest Losing Trade | -700735 | -45841 | -700735 | -1018102 | -1018102 | -631155 |
Avg Bars in Trades | 65 | 54 | 75 | 65 | 54 | 75 |
Avg Bars in Winners | 42 | 28 | 56 | 62 | 32 | 83 |
Avg Bars in Losers | 85 | 77 | 92 | 67 | 66 | 68 |
Bars Traded | 5353 | 2238 | 3114 | 5353 | 2238 | 3114 |
Profit Streak | 13.2607 | 53.9273 | 0 | 13.2607 | 53.9273 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -590373 | -579935 | -582165 | -515216 | -586345 | 474870 |
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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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