Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1327555.601 | -35645.0379 | -1291910.5631 | -9290.4878 | -12874791.0648 | 12865500.577 |
Total P&L (%) | -1327.5556 | -35.645 | -1291.9106 | -9.2905 | -12874.7911 | 12865.5006 |
Avg Daily Profit (%) | -0.7109 | -0.0191 | -0.6918 | -0.0052 | 0 | 0.2608 |
Buy And Hold Return (%) | 697.9999 | 697.9999 | 697.9999 | 697.9999 | 697.9999 | 697.9999 |
Max Trade Drawdown | -1530908 | -200475 | -1408649 | -13230972 | -13022143 | -3551646 |
Profit Factor | 0.2543 | 0.858 | 0.1552 | 0.9996 | 0.1799 | 3.3206 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 68 | 32 | 36 | 62 | 27 | 35 |
Losing Trades | 21 | 12 | 9 | 27 | 17 | 10 |
Profitability (%) | 76.4045 | 72.7273 | 80 | 69.6629 | 61.3636 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.3218 | 0.0388 | 0.4353 | 0.1133 | 0.9488 |
Largest Winning Trade | 36507 | 36507 | 26711 | 11979941 | 970121 | 11979941 |
Largest Losing Trade | -802938 | -73671 | -802938 | -9778788 | -9778788 | -2505443 |
Avg Bars in Trades | 39 | 49 | 30 | 39 | 49 | 30 |
Avg Bars in Winners | 10 | 12 | 8 | 14 | 9 | 18 |
Avg Bars in Losers | 134 | 147 | 117 | 97 | 112 | 73 |
Bars Traded | 3550 | 2180 | 1370 | 3550 | 2180 | 1370 |
Profit Streak | 77.3851 | 77.3851 | 255.8851 | 77.3851 | 77.3851 | 255.8851 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575149 | -576259 | -575294 | -576023 | -577732 | 623675 |
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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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