Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -814546.6569 | 7894.5301 | -822441.187 | 102425.3944 | -6257558.8878 | 6359984.2821 |
Total P&L (%) | -814.5467 | 7.8945 | -822.4412 | 102.4254 | -6257.5589 | 6359.9843 |
Avg Daily Profit (%) | -0.4342 | 0.0042 | -0.4384 | 0.0376 | 0 | 0.2224 |
Buy And Hold Return (%) | 292.0222 | 292.0222 | 292.0222 | 292.0222 | 292.0222 | 292.0222 |
Max Trade Drawdown | -926626 | -162230 | -892733 | -5957679 | -6388756 | -2030372 |
Profit Factor | 0.3609 | 1.0328 | 0.2047 | 1.0095 | 0.195 | 3.0787 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 77 | 40 | 37 | 61 | 31 | 30 |
Losing Trades | 16 | 6 | 10 | 32 | 15 | 17 |
Profitability (%) | 82.7957 | 86.9565 | 78.7234 | 65.5914 | 67.3913 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.075 | 0.1549 | 0.0553 | 0.5296 | 0.0943 | 1.7446 |
Largest Winning Trade | 30269 | 30269 | 21471 | 8213098 | 451480 | 8213098 |
Largest Losing Trade | -653710 | -67819 | -653710 | -4111323 | -4111323 | -988529 |
Avg Bars in Trades | 37 | 49 | 26 | 37 | 49 | 26 |
Avg Bars in Winners | 14 | 17 | 11 | 14 | 15 | 13 |
Avg Bars in Losers | 151 | 262 | 85 | 82 | 119 | 49 |
Bars Traded | 3528 | 2262 | 1266 | 3528 | 2262 | 1266 |
Profit Streak | 58.2527 | 140.7527 | 58.2527 | 58.2527 | 140.7527 | 58.2527 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574474 | -532975 | -575239 | -516082 | -577003 | 637903 |
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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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