Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1001246.2103 | 68450.258 | -1069696.4683 | 1492893.7284 | -6936670.2688 | 8429563.9971 |
Total P&L (%) | -1001.2462 | 68.4503 | -1069.6965 | 1492.8937 | -6936.6703 | 8429.564 |
Avg Daily Profit (%) | -0.443 | 0.0303 | -0.4733 | 0.1226 | 0 | 0.1969 |
Buy And Hold Return (%) | 458.1395 | 458.1395 | 458.1395 | 458.1395 | 458.1395 | 458.1395 |
Max Trade Drawdown | -1074570 | -119569 | -1133638 | -13840065 | -11686748 | -4290648 |
Profit Factor | 0.3519 | 1.2894 | 0.1825 | 1.0664 | 0.5623 | 2.272 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 19 | 22 | 33 | 14 | 19 |
Losing Trades | 18 | 10 | 8 | 26 | 15 | 11 |
Profitability (%) | 69.4915 | 65.5172 | 73.3333 | 55.9322 | 48.2759 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1545 | 0.6786 | 0.0664 | 0.8402 | 0.6025 | 1.3154 |
Largest Winning Trade | 80877 | 80877 | 22754 | 6982316 | 5362956 | 6982316 |
Largest Losing Trade | -752165 | -53082 | -752165 | -6826947 | -6826947 | -3429968 |
Avg Bars in Trades | 68 | 84 | 52 | 68 | 84 | 52 |
Avg Bars in Winners | 30 | 31 | 28 | 35 | 28 | 40 |
Avg Bars in Losers | 155 | 186 | 116 | 109 | 137 | 72 |
Bars Traded | 4032 | 2460 | 1572 | 4032 | 2460 | 1572 |
Profit Streak | 71.8371 | 71.8371 | 283.3371 | 71.8371 | 71.8371 | 283.3371 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756375 | -317333 | -576430 | -358339 | -580945 | 513968 |
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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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