Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1112594.5968 | 28126.3124 | -1140720.9092 | -819786.1731 | -6063241.4388 | 5243455.2657 |
Total P&L (%) | -1112.5946 | 28.1263 | -1140.7209 | -819.7862 | -6063.2414 | 5243.4553 |
Avg Daily Profit (%) | -0.6103 | 0.0154 | -0.6257 | 0 | 0 | 0.2185 |
Buy And Hold Return (%) | 704.7836 | 704.7836 | 704.7836 | 704.7836 | 704.7836 | 704.7836 |
Max Trade Drawdown | -1258142 | -173009 | -1212721 | -10462221 | -8275123 | -3990011 |
Profit Factor | 0.3579 | 1.0999 | 0.214 | 0.9609 | 0.4364 | 1.5139 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 28 | 14 | 14 |
Losing Trades | 23 | 12 | 11 | 34 | 17 | 17 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 45.1613 | 45.1613 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2111 | 0.6947 | 0.1177 | 1.1668 | 0.5299 | 1.8383 |
Largest Winning Trade | 56646 | 56646 | 47762 | 11255949 | 1254192 | 11255949 |
Largest Losing Trade | -669854 | -76257 | -669854 | -7098498 | -7098498 | -3990011 |
Avg Bars in Trades | 170 | 172 | 167 | 170 | 172 | 167 |
Avg Bars in Winners | 101 | 106 | 95 | 168 | 180 | 157 |
Avg Bars in Losers | 287 | 277 | 298 | 171 | 166 | 176 |
Bars Traded | 10554 | 5354 | 5200 | 10554 | 5354 | 5200 |
Profit Streak | 41.222 | 71.0554 | 0 | 0 | 0 | 110.222 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737055 | -448317 | -578936 | -739492 | -582699 | 336181 |
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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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