Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1269621.9537 | 68038.3196 | -1337660.2732 | 5978663.4259 | -21407748.471 | 27386411.8969 |
Total P&L (%) | -1269.622 | 68.0383 | -1337.6603 | 5978.6634 | -21407.7485 | 27386.4119 |
Avg Daily Profit (%) | -0.5615 | 0.0301 | -0.5916 | 0.1818 | 0 | 0.2487 |
Buy And Hold Return (%) | 349.0404 | 349.0404 | 349.0404 | 349.0404 | 349.0404 | 349.0404 |
Max Trade Drawdown | -1428941 | -94487 | -1463273 | -23283715 | -22444962 | -8756636 |
Profit Factor | 0.323 | 1.2889 | 0.1842 | 1.1205 | 0.3364 | 2.5795 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 19 | 21 | 34 | 15 | 19 |
Losing Trades | 20 | 11 | 9 | 26 | 15 | 11 |
Profitability (%) | 66.6667 | 63.3333 | 70 | 56.6667 | 50 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1615 | 0.7462 | 0.079 | 0.8569 | 0.3364 | 1.4934 |
Largest Winning Trade | 41862 | 41862 | 33079 | 28675378 | 3014841 | 28675378 |
Largest Losing Trade | -1060439 | -56742 | -1060439 | -13028041 | -13028041 | -6442360 |
Avg Bars in Trades | 145 | 166 | 124 | 145 | 166 | 124 |
Avg Bars in Winners | 67 | 67 | 66 | 77 | 61 | 90 |
Avg Bars in Losers | 302 | 338 | 259 | 234 | 272 | 182 |
Bars Traded | 8739 | 5006 | 3733 | 8739 | 5006 | 3733 |
Profit Streak | 79.0525 | 79.0525 | 281.3025 | 79.0525 | 79.0525 | 281.3025 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750654 | -317467 | -576818 | -252886 | -579862 | 552840 |
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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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