Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -988804.8266 | 47866.4048 | -1036671.2314 | -1822154.7554 | -7028612.9812 | 5206458.2258 |
Total P&L (%) | -988.8048 | 47.8664 | -1036.6712 | -1822.1548 | -7028.613 | 5206.4582 |
Avg Daily Profit (%) | -0.5418 | 0.0262 | -0.568 | 0 | 0 | 0.2178 |
Buy And Hold Return (%) | 715.5556 | 715.5556 | 715.5556 | 715.5556 | 715.5556 | 715.5556 |
Max Trade Drawdown | -1108099 | -161041 | -1108841 | -16534435 | -11904620 | -5275354 |
Profit Factor | 0.393 | 1.1759 | 0.236 | 0.9325 | 0.5289 | 1.4315 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 30 | 16 | 14 |
Losing Trades | 23 | 12 | 11 | 32 | 15 | 17 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2318 | 0.7426 | 0.1298 | 0.9946 | 0.4959 | 1.7383 |
Largest Winning Trade | 41556 | 41165 | 41556 | 9421552 | 1658287 | 9421552 |
Largest Losing Trade | -591758 | -74390 | -591758 | -10104263 | -10104263 | -3545188 |
Avg Bars in Trades | 170 | 183 | 157 | 170 | 183 | 157 |
Avg Bars in Winners | 94 | 100 | 89 | 176 | 184 | 167 |
Avg Bars in Losers | 298 | 314 | 281 | 164 | 181 | 149 |
Bars Traded | 10553 | 5673 | 4880 | 10553 | 5673 | 4880 |
Profit Streak | 45.8559 | 72.8559 | 0 | 0 | 0 | 168.1892 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737048 | -350384 | -578936 | -739905 | -580608 | 332450 |
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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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