Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1111172.0889 | -11265.5877 | -1099906.5012 | 669925.9842 | -2543392.7231 | 3213318.7073 |
Total P&L (%) | -1111.1721 | -11.2656 | -1099.9065 | 669.926 | -2543.3927 | 3213.3187 |
Avg Daily Profit (%) | -0.5919 | -0.006 | -0.5859 | 0.1088 | 0 | 0.1866 |
Buy And Hold Return (%) | 253.9709 | 253.9709 | 253.9709 | 253.9709 | 253.9709 | 253.9709 |
Max Trade Drawdown | -1265822 | -111191 | -1185943 | -3660516 | -3516272 | -1927927 |
Profit Factor | 0.2562 | 0.9461 | 0.1439 | 1.0972 | 0.4034 | 2.2227 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 49 | 24 | 25 | 47 | 23 | 24 |
Losing Trades | 16 | 8 | 8 | 18 | 9 | 9 |
Profitability (%) | 75.3846 | 75 | 75.7576 | 72.3077 | 71.875 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.0837 | 0.3154 | 0.0461 | 0.4202 | 0.1579 | 0.8335 |
Largest Winning Trade | 23844 | 23844 | 13216 | 4203347 | 346909 | 4203347 |
Largest Losing Trade | -942094 | -76337 | -942094 | -3052951 | -3052951 | -1767252 |
Avg Bars in Trades | 83 | 103 | 65 | 83 | 103 | 65 |
Avg Bars in Winners | 36 | 30 | 41 | 42 | 38 | 46 |
Avg Bars in Losers | 230 | 320 | 141 | 191 | 267 | 114 |
Bars Traded | 5456 | 3300 | 2156 | 5456 | 3300 | 2156 |
Profit Streak | 38.8283 | 39.495 | 38.8283 | 38.8283 | 39.495 | 38.8283 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711979 | -576581 | -576475 | -297637 | -576986 | 478274 |
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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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