Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1218434.4592 | 78619.3457 | -1297053.8049 | 1588975.1565 | -13176284.2589 | 14765259.4154 |
Total P&L (%) | -1218.4345 | 78.6193 | -1297.0538 | 1588.9752 | -13176.2843 | 14765.2594 |
Avg Daily Profit (%) | -0.5402 | 0.0349 | -0.5751 | 0.1254 | 0 | 0.222 |
Buy And Hold Return (%) | 543.5462 | 543.5462 | 543.5462 | 543.5462 | 543.5462 | 543.5462 |
Max Trade Drawdown | -1357676 | -135249 | -1385063 | -22569225 | -20687848 | -3952394 |
Profit Factor | 0.3261 | 1.281 | 0.1513 | 1.0453 | 0.5138 | 2.8531 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 19 | 21 | 34 | 14 | 20 |
Losing Trades | 21 | 11 | 10 | 27 | 16 | 11 |
Profitability (%) | 65.5738 | 63.3333 | 67.7419 | 55.7377 | 46.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.1712 | 0.7416 | 0.072 | 0.8301 | 0.5872 | 1.5692 |
Largest Winning Trade | 96353 | 96353 | 30710 | 11234280 | 9084491 | 11234280 |
Largest Losing Trade | -1029945 | -56409 | -1029945 | -10087128 | -10087128 | -2301247 |
Avg Bars in Trades | 66 | 77 | 55 | 66 | 77 | 55 |
Avg Bars in Winners | 27 | 27 | 26 | 35 | 27 | 40 |
Avg Bars in Losers | 140 | 163 | 114 | 105 | 121 | 81 |
Bars Traded | 4034 | 2326 | 1708 | 4034 | 2326 | 1708 |
Profit Streak | 74.7738 | 74.7738 | 279.2738 | 74.7738 | 74.7738 | 279.2738 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743386 | -311568 | -577125 | -364600 | -581563 | 608656 |
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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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