Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -962821.766 | 39128.4434 | -1001950.2094 | -813376.6053 | -4204054.7741 | 3390678.1688 |
Total P&L (%) | -962.8218 | 39.1284 | -1001.9502 | -813.3766 | -4204.0548 | 3390.6782 |
Avg Daily Profit (%) | -0.523 | 0.0213 | -0.5442 | 0 | 0 | 0.1932 |
Buy And Hold Return (%) | 684.0062 | 684.0062 | 684.0062 | 684.0062 | 684.0062 | 684.0062 |
Max Trade Drawdown | -1037519 | -164402 | -1023511 | -8969567 | -6551808 | -2820661 |
Profit Factor | 0.3817 | 1.1384 | 0.214 | 0.9476 | 0.5082 | 1.4862 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 22 | 18 | 34 | 17 | 17 |
Losing Trades | 26 | 11 | 15 | 32 | 16 | 16 |
Profitability (%) | 60.6061 | 66.6667 | 54.5455 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2481 | 0.5692 | 0.1783 | 0.8919 | 0.4783 | 1.3987 |
Largest Winning Trade | 47950 | 47950 | 41016 | 6161497 | 1118837 | 6161497 |
Largest Losing Trade | -490890 | -74179 | -490890 | -5637965 | -5637965 | -1936213 |
Avg Bars in Trades | 108 | 114 | 102 | 108 | 114 | 102 |
Avg Bars in Winners | 55 | 60 | 49 | 109 | 119 | 99 |
Avg Bars in Losers | 190 | 223 | 166 | 108 | 109 | 106 |
Bars Traded | 7191 | 3793 | 3398 | 7191 | 3793 | 3398 |
Profit Streak | 0 | 88.5357 | 0 | 28.5357 | 0 | 184.2857 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707902 | -397067 | -580213 | -708541 | -580606 | 337871 |
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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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