Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -946066.9404 | 120830.8127 | -1066897.7531 | 97523.7057 | -9359304.6735 | 9456828.3792 |
Total P&L (%) | -946.0669 | 120.8308 | -1066.8978 | 97.5237 | -9359.3047 | 9456.8284 |
Avg Daily Profit (%) | -0.4194 | 0.0536 | -0.473 | 0.0302 | 0 | 0.2024 |
Buy And Hold Return (%) | 522.9435 | 522.9435 | 522.9435 | 522.9435 | 522.9435 | 522.9435 |
Max Trade Drawdown | -1090304 | -146552 | -1169567 | -10145427 | -9403527 | -1871471 |
Profit Factor | 0.4433 | 1.3273 | 0.1979 | 1.0062 | 0.173 | 3.1246 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 28 | 12 | 16 |
Losing Trades | 31 | 17 | 14 | 35 | 20 | 15 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 44.4444 | 37.5 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.4294 | 1.5043 | 0.163 | 1.2577 | 0.2884 | 2.9293 |
Largest Winning Trade | 113280 | 113280 | 30621 | 11751418 | 1159516 | 11751418 |
Largest Losing Trade | -792756 | -56047 | -792756 | -5755570 | -5755570 | -1677726 |
Avg Bars in Trades | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Winners | 52 | 49 | 54 | 55 | 46 | 63 |
Avg Bars in Losers | 82 | 67 | 100 | 75 | 66 | 89 |
Bars Traded | 4225 | 1881 | 2344 | 4225 | 1881 | 2344 |
Profit Streak | 0 | 0 | 220.5381 | 0 | 0 | 220.5381 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731674 | -287040 | -578833 | -685500 | -585671 | 559975 |
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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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