Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1147764.3395 | -1044.9484 | -1146719.3912 | -1070439.3729 | -5282197.6638 | 4211758.291 |
Total P&L (%) | -1147.7643 | -1.0449 | -1146.7194 | -1070.4394 | -5282.1977 | 4211.7583 |
Avg Daily Profit (%) | -0.6238 | -0.0006 | -0.6232 | 0 | 0 | 0.2048 |
Buy And Hold Return (%) | 612.8212 | 612.8212 | 612.8212 | 612.8212 | 612.8212 | 612.8212 |
Max Trade Drawdown | -1226003 | -146159 | -1191383 | -13285666 | -9464792 | -4524505 |
Profit Factor | 0.3406 | 0.9964 | 0.2073 | 0.9537 | 0.5884 | 1.4102 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 21 | 20 | 32 | 15 | 17 |
Losing Trades | 27 | 13 | 14 | 36 | 19 | 17 |
Profitability (%) | 60.2941 | 61.7647 | 58.8235 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.2243 | 0.6168 | 0.1451 | 1.0729 | 0.7453 | 1.4102 |
Largest Winning Trade | 35290 | 35290 | 34727 | 7760512 | 1509298 | 7760512 |
Largest Losing Trade | -612908 | -76384 | -612908 | -8210262 | -8210262 | -3284583 |
Avg Bars in Trades | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Winners | 41 | 40 | 42 | 75 | 77 | 73 |
Avg Bars in Losers | 134 | 145 | 124 | 80 | 82 | 78 |
Bars Traded | 5329 | 2737 | 2592 | 5329 | 2737 | 2592 |
Profit Streak | 0 | 0 | 0 | 54.9939 | 54.9939 | 127.6606 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692943 | -579270 | -579651 | -693049 | -582520 | 348947 |
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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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