Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1383173.0748 | -29074.0508 | -1354099.024 | -2028348.5651 | -11067906.57 | 9039558.0049 |
Total P&L (%) | -1383.1731 | -29.0741 | -1354.099 | -2028.3486 | -11067.9066 | 9039.558 |
Avg Daily Profit (%) | -0.7599 | -0.016 | -0.7439 | 0 | 0 | 0.2484 |
Buy And Hold Return (%) | 706.3922 | 706.3922 | 706.3922 | 706.3922 | 706.3922 | 706.3922 |
Max Trade Drawdown | -1454162 | -141902 | -1396148 | -24346640 | -18173387 | -8535556 |
Profit Factor | 0.2732 | 0.8958 | 0.1663 | 0.9399 | 0.4747 | 1.7126 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 20 | 20 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 29 | 15 | 14 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1639 | 0.5375 | 0.0998 | 0.7788 | 0.4189 | 1.332 |
Largest Winning Trade | 39170 | 39170 | 38098 | 11260664 | 2981290 | 11260664 |
Largest Losing Trade | -690578 | -72878 | -690578 | -14965079 | -14965079 | -5489076 |
Avg Bars in Trades | 106 | 97 | 115 | 106 | 97 | 115 |
Avg Bars in Winners | 53 | 42 | 65 | 107 | 84 | 129 |
Avg Bars in Losers | 194 | 189 | 199 | 105 | 112 | 98 |
Bars Traded | 6825 | 3124 | 3701 | 6825 | 3124 | 3701 |
Profit Streak | 0 | 0 | 105.1727 | 95.9227 | 97.1727 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722657 | -579190 | -578628 | -723110 | -579845 | 409083 |
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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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