Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -804677.3432 | 107323.6049 | -912000.948 | -754047.3407 | -6436657.0435 | 5682609.7029 |
Total P&L (%) | -804.6773 | 107.3236 | -912.0009 | -754.0473 | -6436.657 | 5682.6097 |
Avg Daily Profit (%) | -0.4408 | 0.0588 | -0.4996 | 0 | 0 | 0.2225 |
Buy And Hold Return (%) | 689.3151 | 689.3151 | 689.3151 | 689.3151 | 689.3151 | 689.3151 |
Max Trade Drawdown | -946902 | -133886 | -961100 | -14321443 | -10376898 | -6022530 |
Profit Factor | 0.4677 | 1.3861 | 0.2608 | 0.9754 | 0.5679 | 1.3608 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 18 | 17 | 30 | 16 | 14 |
Losing Trades | 27 | 13 | 14 | 32 | 15 | 17 |
Profitability (%) | 56.4516 | 58.0645 | 54.8387 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3608 | 1.0011 | 0.2148 | 1.0404 | 0.5324 | 1.6525 |
Largest Winning Trade | 77679 | 77679 | 53812 | 15005178 | 2325079 | 15005178 |
Largest Losing Trade | -491348 | -78120 | -491348 | -9642394 | -9642394 | -4918345 |
Avg Bars in Trades | 169 | 182 | 156 | 169 | 182 | 156 |
Avg Bars in Winners | 91 | 107 | 74 | 163 | 165 | 159 |
Avg Bars in Losers | 271 | 286 | 256 | 175 | 201 | 153 |
Bars Traded | 10523 | 5671 | 4852 | 10523 | 5671 | 4852 |
Profit Streak | 0 | 0 | 0 | 69.3643 | 69.3643 | 167.3643 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738441 | -278572 | -580190 | -737269 | -580050 | 318333 |
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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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