Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -731478.1062 | 133153.6674 | -864631.7736 | -3588507.1186 | -8468038.7141 | 4879531.5955 |
Total P&L (%) | -731.4781 | 133.1537 | -864.6318 | -3588.5071 | -8468.0387 | 4879.5316 |
Avg Daily Profit (%) | -0.4007 | 0.0729 | -0.4737 | 0 | 0 | 0.2143 |
Buy And Hold Return (%) | 684.0587 | 684.0587 | 684.0587 | 684.0587 | 684.0587 | 684.0587 |
Max Trade Drawdown | -913456 | -124348 | -955365 | -18701281 | -13292569 | -6176654 |
Profit Factor | 0.5158 | 1.4425 | 0.2853 | 0.8979 | 0.5762 | 1.3217 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 23 | 22 | 36 | 17 | 19 |
Losing Trades | 29 | 14 | 15 | 38 | 20 | 18 |
Profitability (%) | 60.8108 | 62.1622 | 59.4595 | 48.6486 | 45.9459 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.3324 | 0.878 | 0.1945 | 0.9478 | 0.6779 | 1.2522 |
Largest Winning Trade | 48549 | 48549 | 42227 | 9603128 | 2017085 | 9603128 |
Largest Losing Trade | -545664 | -68616 | -545664 | -9128990 | -9128990 | -5675952 |
Avg Bars in Trades | 140 | 148 | 132 | 140 | 148 | 132 |
Avg Bars in Winners | 90 | 83 | 98 | 129 | 131 | 128 |
Avg Bars in Losers | 218 | 255 | 183 | 150 | 162 | 137 |
Bars Traded | 10411 | 5491 | 4920 | 10411 | 5491 | 4920 |
Profit Streak | 0 | 0 | 0 | 30.2905 | 30.2905 | 90.6238 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647876 | -260450 | -579546 | -649078 | -581809 | 342619 |
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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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