Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1988168.2816 | -16377.1859 | -1971791.0957 | -897247.9562 | -17534694.8758 | 16637446.9196 |
Total P&L (%) | -1988.1683 | -16.3772 | -1971.7911 | -897.248 | -17534.6949 | 16637.4469 |
Avg Daily Profit (%) | -1.063 | -0.0088 | -1.0542 | 0 | 0 | 0.2741 |
Buy And Hold Return (%) | 8027.0692 | 8027.0692 | 8027.0692 | 8027.0692 | 8027.0692 | 8027.0692 |
Max Trade Drawdown | -2069096 | -170348 | -2003227 | -19655695 | -18025365 | -3993714 |
Profit Factor | 0.164 | 0.9283 | 0.0828 | 0.9685 | 0.132 | 3.0179 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 29 | 28 | 36 | 16 | 20 |
Losing Trades | 21 | 10 | 11 | 42 | 23 | 19 |
Profitability (%) | 73.0769 | 74.359 | 71.7949 | 46.1538 | 41.0256 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.0604 | 0.3201 | 0.0325 | 1.1299 | 0.1898 | 2.867 |
Largest Winning Trade | 55310 | 55310 | 14720 | 20463863 | 752258 | 20463863 |
Largest Losing Trade | -1192844 | -60178 | -1192844 | -8813862 | -8813862 | -2656060 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 23 | 26 | 19 | 56 | 52 | 60 |
Avg Bars in Losers | 179 | 167 | 189 | 72 | 70 | 75 |
Bars Traded | 5088 | 2449 | 2640 | 5088 | 2449 | 2640 |
Profit Streak | 0 | 0 | 0 | 106.2326 | 106.2326 | 231.5659 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616286 | -577599 | -577932 | -618426 | -583686 | 330888 |
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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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