Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1805114.6107 | -83748.6458 | -1721365.965 | -47180.5915 | -2672358.1196 | 2625177.5281 |
Total P&L (%) | -1805.1146 | -83.7486 | -1721.366 | -47.1806 | -2672.3581 | 2625.1775 |
Avg Daily Profit (%) | -0.8665 | -0.0402 | -0.8263 | -0.0306 | 0 | 0.1588 |
Buy And Hold Return (%) | 680.663 | 680.663 | 680.663 | 680.663 | 680.663 | 680.663 |
Max Trade Drawdown | -1854269 | -168785 | -1794049 | -4753959 | -3572046 | -1237285 |
Profit Factor | 0.2137 | 0.7596 | 0.116 | 0.9929 | 0.3861 | 2.1498 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 20 | 22 | 42 | 17 | 25 |
Losing Trades | 32 | 17 | 15 | 32 | 20 | 12 |
Profitability (%) | 56.7568 | 54.0541 | 59.4595 | 56.7568 | 45.9459 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.1628 | 0.6456 | 0.0791 | 0.7565 | 0.4542 | 1.0319 |
Largest Winning Trade | 35402 | 35402 | 30512 | 3162000 | 983286 | 3162000 |
Largest Losing Trade | -1393124 | -58858 | -1393124 | -2381083 | -2381083 | -548914 |
Avg Bars in Trades | 329 | 342 | 316 | 329 | 342 | 316 |
Avg Bars in Winners | 158 | 154 | 161 | 204 | 176 | 223 |
Avg Bars in Losers | 553 | 562 | 542 | 492 | 483 | 508 |
Bars Traded | 24355 | 12659 | 11696 | 24355 | 12659 | 11696 |
Profit Streak | 88.2287 | 88.2287 | 291.1454 | 88.2287 | 88.2287 | 291.1454 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646952 | -579286 | -578155 | -646952 | -581388 | 431557 |
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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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