Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1980552.6202 | 46406.0039 | -2026958.6241 | -375104.0643 | -6463176.0118 | 6088071.9475 |
Total P&L (%) | -1980.5526 | 46.406 | -2026.9586 | -375.1041 | -6463.176 | 6088.0719 |
Avg Daily Profit (%) | -0.8392 | 0.0197 | -0.8589 | 0 | 0 | 0.175 |
Buy And Hold Return (%) | 553.3229 | 553.3229 | 553.3229 | 553.3229 | 553.3229 | 553.3229 |
Max Trade Drawdown | -2134995 | -107830 | -2125032 | -13163139 | -10727097 | -3695392 |
Profit Factor | 0.2069 | 1.208 | 0.1087 | 0.9776 | 0.4666 | 2.309 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 84 | 42 | 42 | 62 | 31 | 31 |
Losing Trades | 13 | 6 | 7 | 35 | 17 | 18 |
Profitability (%) | 86.5979 | 87.5 | 85.7143 | 63.9175 | 64.5833 | 63.2653 |
Ratio Avg Win / Avg Loss | 0.032 | 0.1726 | 0.0181 | 0.5519 | 0.2559 | 1.3407 |
Largest Winning Trade | 29592 | 29592 | 23455 | 4143479 | 1562725 | 4143479 |
Largest Losing Trade | -1901043 | -83671 | -1901043 | -10629107 | -10629107 | -2796867 |
Avg Bars in Trades | 46 | 60 | 31 | 46 | 60 | 31 |
Avg Bars in Winners | 14 | 18 | 10 | 32 | 35 | 30 |
Avg Bars in Losers | 252 | 361 | 158 | 69 | 108 | 33 |
Bars Traded | 4466 | 2925 | 1541 | 4466 | 2925 | 1541 |
Profit Streak | 74.2005 | 74.2005 | 280.2005 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574017 | -328282 | -574735 | -578715 | -578798 | 465297 |
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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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