Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1743041.4799 | -108748.4908 | -1634292.9891 | -322006.3437 | -3529577.2343 | 3207570.8906 |
Total P&L (%) | -1743.0415 | -108.7485 | -1634.293 | -322.0063 | -3529.5772 | 3207.5709 |
Avg Daily Profit (%) | -0.942 | -0.0588 | -0.8832 | 0 | 0 | 0.1893 |
Buy And Hold Return (%) | 48.0809 | 48.0809 | 48.0809 | 48.0809 | 48.0809 | 48.0809 |
Max Trade Drawdown | -1814073 | -192922 | -1701640 | -4510105 | -3967824 | -2614412 |
Profit Factor | 0.1915 | 0.6196 | 0.126 | 0.972 | 0.4402 | 1.6164 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 26 | 31 | 33 | 16 | 17 |
Losing Trades | 18 | 11 | 7 | 42 | 21 | 21 |
Profitability (%) | 76 | 70.2703 | 81.5789 | 44 | 43.2432 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.0605 | 0.2621 | 0.0285 | 1.2371 | 0.5778 | 1.9967 |
Largest Winning Trade | 24483 | 15060 | 24483 | 5923057 | 1332376 | 5923057 |
Largest Losing Trade | -1486352 | -60581 | -1486352 | -2527146 | -2527146 | -2186170 |
Avg Bars in Trades | 69 | 81 | 59 | 69 | 81 | 59 |
Avg Bars in Winners | 28 | 30 | 27 | 80 | 99 | 62 |
Avg Bars in Losers | 199 | 200 | 198 | 61 | 66 | 56 |
Bars Traded | 5245 | 2999 | 2246 | 5245 | 2999 | 2246 |
Profit Streak | 78.1519 | 78.1519 | 281.1519 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636847 | -576775 | -575329 | -642722 | -583400 | 322999 |
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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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