Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -999339.3483 | 86923.9297 | -1086263.278 | -1433947.7472 | -15217661.2293 | 13783713.4821 |
Total P&L (%) | -999.3393 | 86.9239 | -1086.2633 | -1433.9477 | -15217.6612 | 13783.7135 |
Avg Daily Profit (%) | -0.5501 | 0.0478 | -0.5979 | 0 | 0 | 0.2719 |
Buy And Hold Return (%) | 585.9188 | 585.9188 | 585.9188 | 585.9188 | 585.9188 | 585.9188 |
Max Trade Drawdown | -1137974 | -171480 | -1160392 | -28084429 | -21770326 | -6385697 |
Profit Factor | 0.4173 | 1.3083 | 0.242 | 0.9685 | 0.4377 | 1.7448 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 22 | 19 | 32 | 17 | 15 |
Losing Trades | 26 | 12 | 14 | 35 | 17 | 18 |
Profitability (%) | 61.194 | 64.7059 | 57.5758 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2646 | 0.7136 | 0.1783 | 1.0593 | 0.4377 | 2.0937 |
Largest Winning Trade | 91331 | 91331 | 53223 | 20588458 | 3955808 | 20588458 |
Largest Losing Trade | -636967 | -76730 | -636967 | -20003205 | -20003205 | -5099268 |
Avg Bars in Trades | 106 | 111 | 101 | 106 | 111 | 101 |
Avg Bars in Winners | 57 | 63 | 51 | 108 | 111 | 104 |
Avg Bars in Losers | 183 | 199 | 168 | 104 | 110 | 98 |
Bars Traded | 7125 | 3788 | 3337 | 7125 | 3788 | 3337 |
Profit Streak | 10.9256 | 64.9256 | 0 | 0 | 0 | 159.4256 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699683 | -293460 | -579820 | -701259 | -580795 | 414740 |
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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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