Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1098175.1382 | 17548.8805 | -1115724.0187 | -1873408.78 | -6282084.9867 | 4408676.2068 |
Total P&L (%) | -1098.1751 | 17.5489 | -1115.724 | -1873.4088 | -6282.085 | 4408.6762 |
Avg Daily Profit (%) | -0.6035 | 0.0096 | -0.6131 | 0 | 0 | 0.2095 |
Buy And Hold Return (%) | 666.8482 | 666.8482 | 666.8482 | 666.8482 | 666.8482 | 666.8482 |
Max Trade Drawdown | -1169357 | -167064 | -1148528 | -17973963 | -12753766 | -5721516 |
Profit Factor | 0.3507 | 1.0584 | 0.1976 | 0.9277 | 0.6022 | 1.4361 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 21 | 22 | 30 | 14 | 16 |
Losing Trades | 26 | 14 | 12 | 39 | 21 | 18 |
Profitability (%) | 62.3188 | 60 | 64.7059 | 43.4783 | 40 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.212 | 0.7056 | 0.1078 | 1.206 | 0.9032 | 1.6156 |
Largest Winning Trade | 48347 | 48347 | 31716 | 5564375 | 1966303 | 5564375 |
Largest Losing Trade | -595413 | -72160 | -595413 | -10822512 | -10822512 | -4873503 |
Avg Bars in Trades | 152 | 159 | 146 | 152 | 159 | 146 |
Avg Bars in Winners | 67 | 63 | 71 | 169 | 175 | 164 |
Avg Bars in Losers | 294 | 303 | 283 | 140 | 148 | 130 |
Bars Traded | 10549 | 5582 | 4967 | 10549 | 5582 | 4967 |
Profit Streak | 40.4249 | 67.0915 | 40.4249 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683642 | -501063 | -577901 | -687925 | -584676 | 314113 |
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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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