Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1184387.7267 | -13734.5813 | -1170653.1454 | -1629284.4996 | -6254450.0781 | 4625165.5786 |
Total P&L (%) | -1184.3877 | -13.7346 | -1170.6531 | -1629.2845 | -6254.4501 | 4625.1656 |
Avg Daily Profit (%) | -0.6511 | -0.0076 | -0.6435 | 0 | 0 | 0.2122 |
Buy And Hold Return (%) | 608.8511 | 608.8511 | 608.8511 | 608.8511 | 608.8511 | 608.8511 |
Max Trade Drawdown | -1304653 | -187732 | -1231533 | -24198534 | -17730165 | -6468368 |
Profit Factor | 0.3283 | 0.9572 | 0.1884 | 0.9522 | 0.7071 | 1.364 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 74 | 36 | 38 | 61 | 29 | 32 |
Losing Trades | 25 | 14 | 11 | 38 | 21 | 17 |
Profitability (%) | 74.7475 | 72 | 77.551 | 61.6162 | 58 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.1109 | 0.3722 | 0.0545 | 0.5932 | 0.512 | 0.7246 |
Largest Winning Trade | 31843 | 31843 | 18333 | 5949287 | 2171959 | 5949287 |
Largest Losing Trade | -622069 | -75088 | -622069 | -14768421 | -14768421 | -5620282 |
Avg Bars in Trades | 107 | 114 | 99 | 107 | 114 | 99 |
Avg Bars in Winners | 37 | 40 | 35 | 84 | 82 | 86 |
Avg Bars in Losers | 312 | 304 | 323 | 144 | 159 | 124 |
Bars Traded | 10625 | 5735 | 4890 | 10625 | 5735 | 4890 |
Profit Streak | 27.193 | 157.193 | 27.193 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575489 | -756599 | -576096 | -579008 | -759796 | 325084 |
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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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