Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1732090.6564 | -21772.0614 | -1710318.595 | 288836.1458 | -7010211.6014 | 7299047.7473 |
Total P&L (%) | -1732.0907 | -21.7721 | -1710.3186 | 288.8361 | -7010.2116 | 7299.0477 |
Avg Daily Profit (%) | -0.768 | -0.0097 | -0.7584 | 0.0602 | 0 | 0.191 |
Buy And Hold Return (%) | 377.9939 | 377.9939 | 377.9939 | 377.9939 | 377.9939 | 377.9939 |
Max Trade Drawdown | -1827238 | -152443 | -1773335 | -9815371 | -7948788 | -1953704 |
Profit Factor | 0.2568 | 0.9397 | 0.1317 | 1.0184 | 0.3766 | 2.6323 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 21 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 13 | 17 | 32 | 15 | 17 |
Profitability (%) | 56.5217 | 61.7647 | 51.4286 | 53.6232 | 55.8824 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.1975 | 0.5817 | 0.1243 | 0.8808 | 0.2973 | 2.4861 |
Largest Winning Trade | 51582 | 51582 | 26605 | 7142201 | 1987737 | 7142201 |
Largest Losing Trade | -1348909 | -50818 | -1348909 | -3236847 | -3236847 | -1090321 |
Avg Bars in Trades | 122 | 137 | 108 | 122 | 137 | 108 |
Avg Bars in Winners | 68 | 67 | 69 | 78 | 61 | 95 |
Avg Bars in Losers | 193 | 250 | 149 | 174 | 234 | 121 |
Bars Traded | 8458 | 4674 | 3784 | 8458 | 4674 | 3784 |
Profit Streak | 156.0626 | 156.0626 | 276.0626 | 156.0626 | 156.0626 | 276.0626 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684520 | -578305 | -579230 | -584370 | -579068 | 523032 |
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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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