Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1029092.0268 | 6026.9089 | -1035118.9357 | -748208.5919 | -3828821.3617 | 3080612.7698 |
Total P&L (%) | -1029.092 | 6.0269 | -1035.1189 | -748.2086 | -3828.8214 | 3080.6128 |
Avg Daily Profit (%) | -0.5672 | 0.0033 | -0.5705 | 0 | 0 | 0.1909 |
Buy And Hold Return (%) | 528.4063 | 528.4063 | 528.4063 | 528.4063 | 528.4063 | 528.4063 |
Max Trade Drawdown | -1104289 | -165879 | -1077454 | -9549288 | -7298802 | -2496358 |
Profit Factor | 0.3364 | 1.0234 | 0.1998 | 0.9496 | 0.5498 | 1.487 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 20 | 18 | 27 | 13 | 14 |
Losing Trades | 21 | 10 | 11 | 32 | 17 | 15 |
Profitability (%) | 64.4068 | 66.6667 | 62.069 | 45.7627 | 43.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1859 | 0.5117 | 0.1221 | 1.1254 | 0.719 | 1.5932 |
Largest Winning Trade | 44629 | 44629 | 42531 | 5166847 | 1407847 | 5166847 |
Largest Losing Trade | -559583 | -73685 | -559583 | -6248593 | -6248593 | -1525521 |
Avg Bars in Trades | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Winners | 71 | 65 | 78 | 120 | 115 | 126 |
Avg Bars in Losers | 204 | 204 | 205 | 117 | 109 | 126 |
Bars Traded | 7023 | 3352 | 3671 | 7023 | 3352 | 3671 |
Profit Streak | 21.6448 | 161.1448 | 0 | 0 | 0 | 158.3948 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757860 | -547092 | -579268 | -760258 | -583418 | 365214 |
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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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