Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840322.0941 | 143734.6317 | -984056.7258 | -3030098.3819 | -9320753.6562 | 6290655.2743 |
Total P&L (%) | -840.3221 | 143.7346 | -984.0567 | -3030.0984 | -9320.7537 | 6290.6553 |
Avg Daily Profit (%) | -0.4605 | 0.0788 | -0.5393 | 0 | 0 | 0.2281 |
Buy And Hold Return (%) | 700.7915 | 700.7915 | 700.7915 | 700.7915 | 700.7915 | 700.7915 |
Max Trade Drawdown | -1090163 | -125681 | -1104612 | -17318450 | -12080656 | -7837569 |
Profit Factor | 0.4805 | 1.5301 | 0.2691 | 0.9178 | 0.4915 | 1.3391 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 47 | 24 | 23 | 38 | 20 | 18 |
Losing Trades | 28 | 14 | 14 | 37 | 18 | 19 |
Profitability (%) | 62.6667 | 63.1579 | 62.1622 | 50.6667 | 52.6316 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2862 | 0.8926 | 0.1638 | 0.8937 | 0.4424 | 1.4135 |
Largest Winning Trade | 80781 | 80781 | 50109 | 17585549 | 2182977 | 17585549 |
Largest Losing Trade | -581624 | -77215 | -581624 | -10139769 | -10139769 | -6856522 |
Avg Bars in Trades | 141 | 144 | 138 | 141 | 144 | 138 |
Avg Bars in Winners | 90 | 87 | 93 | 134 | 135 | 132 |
Avg Bars in Losers | 227 | 240 | 213 | 148 | 153 | 144 |
Bars Traded | 10599 | 5472 | 5127 | 10599 | 5472 | 5127 |
Profit Streak | 0 | 0 | 0 | 112.3545 | 150.6879 | 112.3545 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640135 | -252011 | -579195 | -640616 | -579460 | 311167 |
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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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