Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1103393.089 | -10136.8941 | -1093256.1949 | -645629.8111 | -4694655.4492 | 4049025.6382 |
Total P&L (%) | -1103.3931 | -10.1369 | -1093.2562 | -645.6298 | -4694.6554 | 4049.0256 |
Avg Daily Profit (%) | -0.6057 | -0.0056 | -0.6001 | 0 | 0 | 0.2047 |
Buy And Hold Return (%) | 607.179 | 607.179 | 607.179 | 607.179 | 607.179 | 607.179 |
Max Trade Drawdown | -1178985 | -155063 | -1129629 | -9972272 | -7386417 | -2812176 |
Profit Factor | 0.3376 | 0.9629 | 0.2149 | 0.964 | 0.4965 | 1.4703 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 22 | 21 | 32 | 15 | 17 |
Losing Trades | 22 | 11 | 11 | 33 | 18 | 15 |
Profitability (%) | 66.1538 | 66.6667 | 65.625 | 49.2308 | 45.4545 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1727 | 0.4815 | 0.1126 | 0.9941 | 0.5958 | 1.2973 |
Largest Winning Trade | 42161 | 33516 | 42161 | 8268713 | 1334535 | 8268713 |
Largest Losing Trade | -534965 | -76710 | -534965 | -6747269 | -6747269 | -2812176 |
Avg Bars in Trades | 160 | 141 | 180 | 160 | 141 | 180 |
Avg Bars in Winners | 91 | 72 | 111 | 166 | 141 | 189 |
Avg Bars in Losers | 296 | 279 | 313 | 154 | 141 | 170 |
Bars Traded | 10451 | 4672 | 5779 | 10451 | 4672 | 5779 |
Profit Streak | 41.9304 | 71.7637 | 0 | 0 | 0 | 164.4304 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714133 | -578084 | -578784 | -717076 | -582570 | 371534 |
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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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