Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1329424.1966 | -69698.9391 | -1259725.2574 | -496071.0553 | -3466601.5018 | 2970530.4465 |
Total P&L (%) | -1329.4242 | -69.6989 | -1259.7253 | -496.0711 | -3466.6015 | 2970.5304 |
Avg Daily Profit (%) | -0.7299 | -0.0383 | -0.6916 | 0 | 0 | 0.1882 |
Buy And Hold Return (%) | 616.7343 | 616.7343 | 616.7343 | 616.7343 | 616.7343 | 616.7343 |
Max Trade Drawdown | -1399437 | -208520 | -1290024 | -9505615 | -7384843 | -2277162 |
Profit Factor | 0.265 | 0.7628 | 0.1685 | 0.9655 | 0.6039 | 1.5273 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 24 | 25 | 34 | 14 | 20 |
Losing Trades | 24 | 13 | 11 | 39 | 23 | 16 |
Profitability (%) | 67.1233 | 64.8649 | 69.4444 | 46.5753 | 37.8378 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1298 | 0.4132 | 0.0741 | 1.1075 | 0.9921 | 1.2218 |
Largest Winning Trade | 33398 | 33398 | 31315 | 4678798 | 1095393 | 4678798 |
Largest Losing Trade | -668471 | -76288 | -668471 | -6499952 | -6499952 | -1189765 |
Avg Bars in Trades | 145 | 147 | 144 | 145 | 147 | 144 |
Avg Bars in Winners | 67 | 68 | 65 | 137 | 131 | 141 |
Avg Bars in Losers | 306 | 292 | 323 | 153 | 156 | 148 |
Bars Traded | 10652 | 5446 | 5206 | 10652 | 5446 | 5206 |
Profit Streak | 26.5834 | 179.0834 | 26.5834 | 0 | 0 | 0 |
Trades During Streak | 7 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652941 | -577407 | -576795 | -656720 | -585502 | 310718 |
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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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