Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1807088.1305 | -128862.2265 | -1678225.904 | 407958.5763 | -13448677.678 | 13856636.2543 |
Total P&L (%) | -1807.0881 | -128.8622 | -1678.2259 | 407.9586 | -13448.6777 | 13856.6363 |
Avg Daily Profit (%) | -1.0067 | -0.0718 | -0.9349 | 0.0906 | 0 | 0.2755 |
Buy And Hold Return (%) | 246.3576 | 246.3576 | 246.3576 | 246.3576 | 246.3576 | 246.3576 |
Max Trade Drawdown | -1837784 | -224355 | -1722128 | -10657694 | -13470462 | -734314 |
Profit Factor | 0.1809 | 0.6426 | 0.0907 | 1.0229 | 0.1224 | 6.5002 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 19 | 28 | 47 | 18 | 29 |
Losing Trades | 47 | 28 | 19 | 47 | 29 | 18 |
Profitability (%) | 50 | 40.4255 | 59.5745 | 50 | 38.2979 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.1809 | 0.9469 | 0.0615 | 1.0229 | 0.1971 | 4.0346 |
Largest Winning Trade | 84801 | 84801 | 24595 | 12238331 | 346769 | 12238331 |
Largest Losing Trade | -1063206 | -64545 | -1063206 | -6155577 | -6155577 | -734314 |
Avg Bars in Trades | 55 | 67 | 42 | 55 | 67 | 42 |
Avg Bars in Winners | 30 | 42 | 21 | 37 | 37 | 37 |
Avg Bars in Losers | 80 | 84 | 74 | 73 | 86 | 51 |
Bars Traded | 5201 | 3182 | 2019 | 5201 | 3182 | 2019 |
Profit Streak | 14.8847 | 0 | 24.8847 | 14.8847 | 0 | 24.8847 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579939 | -584420 | -578430 | -275750 | -585247 | 714053 |
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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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