Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -916993.9083 | 62381.7087 | -979375.6169 | -1331820.7413 | -7265936.2289 | 5934115.4875 |
Total P&L (%) | -916.9939 | 62.3817 | -979.3756 | -1331.8207 | -7265.9362 | 5934.1155 |
Avg Daily Profit (%) | -0.5022 | 0.0342 | -0.5364 | 0 | 0 | 0.2248 |
Buy And Hold Return (%) | 678.5018 | 678.5018 | 678.5018 | 678.5018 | 678.5018 | 678.5018 |
Max Trade Drawdown | -1048432 | -159432 | -1057214 | -16558850 | -12888597 | -3670253 |
Profit Factor | 0.4145 | 1.2247 | 0.2399 | 0.9443 | 0.5187 | 1.6739 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 20 | 20 | 27 | 13 | 14 |
Losing Trades | 22 | 11 | 11 | 35 | 18 | 17 |
Profitability (%) | 64.5161 | 64.5161 | 64.5161 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.228 | 0.6736 | 0.1319 | 1.2241 | 0.7182 | 2.0326 |
Largest Winning Trade | 52060 | 52060 | 40286 | 7790899 | 1970065 | 7790899 |
Largest Losing Trade | -575564 | -76326 | -575564 | -10919834 | -10919834 | -1950322 |
Avg Bars in Trades | 170 | 186 | 154 | 170 | 186 | 154 |
Avg Bars in Winners | 103 | 114 | 93 | 162 | 184 | 141 |
Avg Bars in Losers | 291 | 317 | 264 | 176 | 187 | 164 |
Bars Traded | 10547 | 5773 | 4774 | 10547 | 5773 | 4774 |
Profit Streak | 47.7609 | 179.7609 | 0 | 0 | 0 | 113.2609 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736835 | -311878 | -578936 | -740397 | -583954 | 362230 |
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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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