Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1284272.0526 | -31808.9846 | -1252463.068 | -3009728.8919 | -9740425.344 | 6730696.4521 |
Total P&L (%) | -1284.2721 | -31.809 | -1252.4631 | -3009.7289 | -9740.4253 | 6730.6965 |
Avg Daily Profit (%) | -0.7035 | -0.0174 | -0.686 | 0 | 0 | 0.2316 |
Buy And Hold Return (%) | 751.7794 | 751.7794 | 751.7794 | 751.7794 | 751.7794 | 751.7794 |
Max Trade Drawdown | -1373831 | -146944 | -1302843 | -23804203 | -14721562 | -10617045 |
Profit Factor | 0.292 | 0.8889 | 0.1801 | 0.9204 | 0.5268 | 1.3902 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 25 | 28 | 40 | 18 | 22 |
Losing Trades | 26 | 15 | 11 | 39 | 22 | 17 |
Profitability (%) | 67.0886 | 62.5 | 71.7949 | 50.6329 | 45 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.1432 | 0.5333 | 0.0708 | 0.8974 | 0.6439 | 1.0742 |
Largest Winning Trade | 34976 | 26052 | 34976 | 12158162 | 1819665 | 12158162 |
Largest Losing Trade | -606964 | -70257 | -606964 | -11115233 | -11115233 | -9980050 |
Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Winners | 25 | 23 | 28 | 65 | 59 | 69 |
Avg Bars in Losers | 142 | 136 | 152 | 63 | 70 | 54 |
Bars Traded | 5088 | 2625 | 2463 | 5088 | 2625 | 2463 |
Profit Streak | 108.0672 | 162.0672 | 108.0672 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608208 | -577776 | -577370 | -611973 | -582694 | 352613 |
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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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