Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1913595.8942 | -116886.7431 | -1796709.1511 | -4776.5637 | -5673675.0078 | 5668898.4441 |
Total P&L (%) | -1913.5959 | -116.8867 | -1796.7092 | -4.7766 | -5673.675 | 5668.8984 |
Avg Daily Profit (%) | -0.8487 | -0.0518 | -0.7968 | -0.0022 | 0 | 0.18 |
Buy And Hold Return (%) | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 |
Max Trade Drawdown | -1973519 | -180535 | -1837395 | -7005832 | -5694931 | -1530380 |
Profit Factor | 0.1816 | 0.6531 | 0.1022 | 0.9995 | 0.1343 | 2.7768 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 16 | 22 | 34 | 14 | 20 |
Losing Trades | 29 | 17 | 12 | 33 | 19 | 14 |
Profitability (%) | 56.7164 | 48.4848 | 64.7059 | 50.7463 | 42.4242 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1386 | 0.6939 | 0.0558 | 0.9701 | 0.1823 | 1.9438 |
Largest Winning Trade | 25762 | 25762 | 19514 | 7655369 | 208198 | 7655369 |
Largest Losing Trade | -1300989 | -55685 | -1300989 | -2790635 | -2790635 | -882080 |
Avg Bars in Trades | 183 | 206 | 161 | 183 | 206 | 161 |
Avg Bars in Winners | 58 | 53 | 62 | 76 | 63 | 85 |
Avg Bars in Losers | 348 | 351 | 343 | 294 | 312 | 270 |
Bars Traded | 12320 | 6827 | 5493 | 12320 | 6827 | 5493 |
Profit Streak | 7.1561 | 0 | 279.4894 | 7.1561 | 0 | 279.4894 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700224 | -581392 | -577495 | -700998 | -583748 | 564681 |
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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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