Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1185965.9102 | -7451.9414 | -1178513.9688 | -495136.1749 | -4560327.015 | 4065190.8401 |
Total P&L (%) | -1185.9659 | -7.4519 | -1178.514 | -495.1362 | -4560.327 | 4065.1908 |
Avg Daily Profit (%) | -0.6531 | -0.0041 | -0.649 | 0 | 0 | 0.2056 |
Buy And Hold Return (%) | 596.2559 | 596.2559 | 596.2559 | 596.2559 | 596.2559 | 596.2559 |
Max Trade Drawdown | -1249009 | -175032 | -1197505 | -8754501 | -6767004 | -2133846 |
Profit Factor | 0.3174 | 0.9755 | 0.1781 | 0.9684 | 0.489 | 1.6006 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 18 | 17 | 28 | 14 | 14 |
Losing Trades | 26 | 13 | 13 | 33 | 17 | 16 |
Profitability (%) | 57.377 | 58.0645 | 56.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2358 | 0.7045 | 0.1362 | 1.1414 | 0.5938 | 1.8292 |
Largest Winning Trade | 46665 | 46665 | 37879 | 7286787 | 1235214 | 7286787 |
Largest Losing Trade | -615898 | -79669 | -615898 | -6321345 | -6321345 | -2133846 |
Avg Bars in Trades | 57 | 59 | 54 | 57 | 59 | 54 |
Avg Bars in Winners | 29 | 27 | 31 | 59 | 59 | 58 |
Avg Bars in Losers | 94 | 104 | 83 | 55 | 59 | 50 |
Bars Traded | 3477 | 1853 | 1624 | 3477 | 1853 | 1624 |
Profit Streak | 37.9187 | 64.4187 | 0 | 0 | 0 | 158.9187 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745276 | -579213 | -579961 | -746704 | -582699 | 382124 |
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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) |
---|