Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -968468.2331 | 84017.8636 | -1052486.0967 | -4400344.1647 | -10929108.3545 | 6528764.1898 |
Total P&L (%) | -968.4682 | 84.0179 | -1052.4861 | -4400.3442 | -10929.1084 | 6528.7642 |
Avg Daily Profit (%) | -0.5307 | 0.046 | -0.5768 | 0 | 0 | 0.2301 |
Buy And Hold Return (%) | 766.7966 | 766.7966 | 766.7966 | 766.7966 | 766.7966 | 766.7966 |
Max Trade Drawdown | -1055323 | -135280 | -1087925 | -29055791 | -17711257 | -13534631 |
Profit Factor | 0.4248 | 1.3013 | 0.2508 | 0.9115 | 0.5845 | 1.2785 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 20 | 21 | 34 | 17 | 17 |
Losing Trades | 29 | 15 | 14 | 36 | 18 | 18 |
Profitability (%) | 58.5714 | 57.1429 | 60 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.3005 | 0.9759 | 0.1672 | 0.9652 | 0.6189 | 1.3537 |
Largest Winning Trade | 57066 | 57066 | 47980 | 13144555 | 5021873 | 13144555 |
Largest Losing Trade | -588091 | -67851 | -588091 | -15119978 | -15119978 | -9014157 |
Avg Bars in Trades | 148 | 151 | 145 | 148 | 151 | 145 |
Avg Bars in Winners | 90 | 100 | 80 | 149 | 163 | 136 |
Avg Bars in Losers | 231 | 220 | 243 | 147 | 140 | 154 |
Bars Traded | 10413 | 5306 | 5107 | 10413 | 5306 | 5107 |
Profit Streak | 46.9141 | 74.5808 | 0 | 0 | 0 | 166.7475 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677607 | -297297 | -579491 | -680111 | -581343 | 311372 |
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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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