Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1229187.7377 | -2322.2569 | -1226865.4808 | 530667.3698 | -6247003.9532 | 6777671.323 |
Total P&L (%) | -1229.1877 | -2.3223 | -1226.8655 | 530.6674 | -6247.004 | 6777.6713 |
Avg Daily Profit (%) | -0.6582 | -0.0012 | -0.657 | 0.0987 | 0 | 0.2268 |
Buy And Hold Return (%) | 490.3231 | 490.3231 | 490.3231 | 490.3231 | 490.3231 | 490.3231 |
Max Trade Drawdown | -1369929 | -141675 | -1315762 | -9028452 | -8691334 | -1676195 |
Profit Factor | 0.2532 | 0.989 | 0.1451 | 1.0396 | 0.3861 | 3.0919 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 73 | 37 | 36 | 69 | 33 | 36 |
Losing Trades | 17 | 8 | 9 | 21 | 12 | 9 |
Profitability (%) | 81.1111 | 82.2222 | 80 | 76.6667 | 73.3333 | 80 |
Ratio Avg Win / Avg Loss | 0.059 | 0.2138 | 0.0363 | 0.3164 | 0.1404 | 0.773 |
Largest Winning Trade | 20197 | 20197 | 14522 | 4644952 | 931278 | 4644952 |
Largest Losing Trade | -799045 | -79169 | -799045 | -7396921 | -7396921 | -1541049 |
Avg Bars in Trades | 38 | 48 | 29 | 38 | 48 | 29 |
Avg Bars in Winners | 9 | 11 | 8 | 16 | 15 | 17 |
Avg Bars in Losers | 163 | 220 | 112 | 112 | 139 | 75 |
Bars Traded | 3505 | 2179 | 1326 | 3505 | 2179 | 1326 |
Profit Streak | 47.3613 | 47.3613 | 243.3613 | 47.3613 | 47.3613 | 243.3613 |
Trades During Streak | 9 | 4 | 12 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574609 | -575118 | -574992 | -374075 | -576198 | 618544 |
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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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