Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -854358.9873 | 79959.9726 | -934318.9599 | -2360488.4613 | -8009333.2215 | 5648844.7601 |
Total P&L (%) | -854.359 | 79.96 | -934.319 | -2360.4885 | -8009.3332 | 5648.8448 |
Avg Daily Profit (%) | -0.4687 | 0.0439 | -0.5126 | 0 | 0 | 0.2225 |
Buy And Hold Return (%) | 805.4465 | 805.4465 | 805.4465 | 805.4465 | 805.4465 | 805.4465 |
Max Trade Drawdown | -970784 | -122582 | -987414 | -21612862 | -15532289 | -7147162 |
Profit Factor | 0.4325 | 1.3148 | 0.2535 | 0.9329 | 0.601 | 1.374 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 28 | 22 | 41 | 18 | 23 |
Losing Trades | 34 | 14 | 20 | 43 | 24 | 19 |
Profitability (%) | 59.5238 | 66.6667 | 52.381 | 48.8095 | 42.8571 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.2941 | 0.6574 | 0.2304 | 0.9784 | 0.8013 | 1.1351 |
Largest Winning Trade | 54709 | 46338 | 54709 | 9766457 | 2374410 | 9766457 |
Largest Losing Trade | -531842 | -76043 | -531842 | -13471323 | -13471323 | -6429408 |
Avg Bars in Trades | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Winners | 37 | 39 | 34 | 57 | 63 | 52 |
Avg Bars in Losers | 99 | 123 | 82 | 67 | 70 | 64 |
Bars Traded | 5242 | 2818 | 2424 | 5242 | 2818 | 2424 |
Profit Streak | 13.7657 | 23.4324 | 0 | 0 | 0 | 108.099 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578441 | -298833 | -580426 | -581016 | -583512 | 388119 |
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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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