Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2227367.3589 | -149991.9584 | -2077375.4005 | 95293.8852 | -2086926.3078 | 2182220.193 |
Total P&L (%) | -2227.3674 | -149.992 | -2077.3754 | 95.2939 | -2086.9263 | 2182.2202 |
Avg Daily Profit (%) | -1.2421 | -0.0836 | -1.1585 | 0.0373 | 0 | 0.1746 |
Buy And Hold Return (%) | 384.0565 | 384.0565 | 384.0565 | 384.0565 | 384.0565 | 384.0565 |
Max Trade Drawdown | -2335078 | -217185 | -1232761 | -10122585 | -3962977 | -7564077 |
Profit Factor | 0.153 | 0.5123 | 0.1054 | 1.0067 | 0.5412 | 1.2244 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 14 | 21 | 37 | 15 | 22 |
Losing Trades | 23 | 15 | 8 | 21 | 14 | 7 |
Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 63.7931 | 51.7241 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.1005 | 0.5489 | 0.0402 | 0.5714 | 0.5051 | 0.3896 |
Largest Winning Trade | 26847 | 26847 | 25668 | 9716805 | 1335714 | 9716805 |
Largest Losing Trade | -1158704 | -67542 | -1158704 | -7564077 | -2083592 | -7564077 |
Avg Bars in Trades | 177 | 177 | 177 | 177 | 177 | 177 |
Avg Bars in Winners | 76 | 50 | 93 | 92 | 65 | 111 |
Avg Bars in Losers | 331 | 295 | 399 | 327 | 297 | 386 |
Bars Traded | 10288 | 5140 | 5148 | 10288 | 5140 | 5148 |
Profit Streak | 82.9748 | 82.9748 | 120.8082 | 82.9748 | 82.9748 | 120.8082 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757389 | -580137 | -576540 | -699820 | -579243 | 344909 |
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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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