Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1117792.6451 | -3799.1286 | -1113993.5165 | -663889.4631 | -3412685.0486 | 2748795.5854 |
Total P&L (%) | -1117.7926 | -3.7991 | -1113.9935 | -663.8895 | -3412.685 | 2748.7956 |
Avg Daily Profit (%) | -0.6171 | -0.0021 | -0.615 | 0 | 0 | 0.1851 |
Buy And Hold Return (%) | 480.0212 | 480.0212 | 480.0212 | 480.0212 | 480.0212 | 480.0212 |
Max Trade Drawdown | -1217171 | -155897 | -1179453 | -8318433 | -6442125 | -1948439 |
Profit Factor | 0.3339 | 0.9869 | 0.1972 | 0.9492 | 0.5877 | 1.5749 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 19 | 20 | 31 | 13 | 18 |
Losing Trades | 22 | 11 | 11 | 30 | 17 | 13 |
Profitability (%) | 63.9344 | 63.3333 | 64.5161 | 50.8197 | 43.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.1884 | 0.5714 | 0.1085 | 0.9185 | 0.7685 | 1.1374 |
Largest Winning Trade | 46908 | 46908 | 25512 | 4254285 | 1173966 | 4254285 |
Largest Losing Trade | -563293 | -77677 | -563293 | -5656967 | -5656967 | -907425 |
Avg Bars in Trades | 174 | 175 | 172 | 174 | 175 | 172 |
Avg Bars in Winners | 92 | 100 | 85 | 165 | 165 | 165 |
Avg Bars in Losers | 318 | 306 | 330 | 182 | 183 | 181 |
Bars Traded | 10616 | 5272 | 5344 | 10616 | 5272 | 5344 |
Profit Streak | 0 | 169.5749 | 0 | 58.7415 | 0 | 151.4082 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744971 | -578129 | -578936 | -746110 | -583418 | 388573 |
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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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