Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -639094.8988 | 115771.1624 | -754866.0613 | -109859.1172 | -2748543.1315 | 2638684.0144 |
Total P&L (%) | -639.0949 | 115.7712 | -754.8661 | -109.8591 | -2748.5431 | 2638.684 |
Avg Daily Profit (%) | -0.3508 | 0.0635 | -0.4143 | 0 | 0 | 0.1818 |
Buy And Hold Return (%) | 664.1531 | 664.1531 | 664.1531 | 664.1531 | 664.1531 | 664.1531 |
Max Trade Drawdown | -695788 | -147582 | -755712 | -6133650 | -5056719 | -1532415 |
Profit Factor | 0.5596 | 1.3104 | 0.2999 | 0.991 | 0.6496 | 1.6121 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 31 | 26 | 48 | 23 | 25 |
Losing Trades | 37 | 16 | 21 | 46 | 24 | 22 |
Profitability (%) | 60.6383 | 65.9574 | 55.3191 | 51.0638 | 48.9362 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.3633 | 0.6763 | 0.2422 | 0.9497 | 0.6779 | 1.4186 |
Largest Winning Trade | 60769 | 60769 | 42677 | 4140221 | 1455655 | 4140221 |
Largest Losing Trade | -443729 | -78570 | -443729 | -4749042 | -4749042 | -895062 |
Avg Bars in Trades | 228 | 241 | 215 | 228 | 241 | 215 |
Avg Bars in Winners | 147 | 146 | 149 | 223 | 249 | 198 |
Avg Bars in Losers | 351 | 424 | 295 | 233 | 233 | 233 |
Bars Traded | 21443 | 11336 | 10107 | 21443 | 11336 | 10107 |
Profit Streak | 9.2221 | 73.3888 | 0 | 0 | 0 | 20.1388 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578481 | -271858 | -580007 | -580389 | -581110 | 310561 |
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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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