Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -964385.1158 | 77683.6318 | -1042068.7476 | -2002128.9237 | -6645015.5574 | 4642886.6337 |
Total P&L (%) | -964.3851 | 77.6836 | -1042.0687 | -2002.1289 | -6645.0156 | 4642.8866 |
Avg Daily Profit (%) | -0.5299 | 0.0427 | -0.5726 | 0 | 0 | 0.2123 |
Buy And Hold Return (%) | 698.4935 | 698.4935 | 698.4935 | 698.4935 | 698.4935 | 698.4935 |
Max Trade Drawdown | -1071287 | -125426 | -1104353 | -17428432 | -12455950 | -4972481 |
Profit Factor | 0.399 | 1.2859 | 0.2183 | 0.9212 | 0.5684 | 1.4638 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 19 | 19 | 27 | 13 | 14 |
Losing Trades | 23 | 12 | 11 | 34 | 18 | 16 |
Profitability (%) | 62.2951 | 61.2903 | 63.3333 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2415 | 0.8122 | 0.1264 | 1.16 | 0.7871 | 1.6729 |
Largest Winning Trade | 44257 | 44257 | 29568 | 6777687 | 2047084 | 6777687 |
Largest Losing Trade | -642462 | -77046 | -642462 | -10404682 | -10404682 | -3775517 |
Avg Bars in Trades | 115 | 128 | 101 | 115 | 128 | 101 |
Avg Bars in Winners | 62 | 72 | 51 | 116 | 131 | 102 |
Avg Bars in Losers | 202 | 216 | 187 | 113 | 126 | 99 |
Bars Traded | 7018 | 3981 | 3036 | 7018 | 3981 | 3036 |
Profit Streak | 42.8643 | 173.6143 | 0 | 0 | 0 | 163.3643 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744631 | -300563 | -579097 | -747342 | -583954 | 350110 |
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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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