Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1276584.1089 | -45199.47 | -1231384.6389 | -633022.2305 | -3638387.0868 | 3005364.8562 |
Total P&L (%) | -1276.5841 | -45.1995 | -1231.3846 | -633.0222 | -3638.3871 | 3005.3649 |
Avg Daily Profit (%) | -0.7045 | -0.0249 | -0.6796 | 0 | 0 | 0.1898 |
Buy And Hold Return (%) | 473.4354 | 473.4354 | 473.4354 | 473.4354 | 473.4354 | 473.4354 |
Max Trade Drawdown | -1345704 | -181382 | -1261675 | -8873998 | -6705961 | -2265433 |
Profit Factor | 0.2799 | 0.8563 | 0.1556 | 0.9529 | 0.5636 | 1.5878 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 17 | 18 | 30 | 13 | 17 |
Losing Trades | 26 | 14 | 12 | 31 | 18 | 13 |
Profitability (%) | 57.377 | 54.8387 | 60 | 49.1803 | 41.9355 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.2079 | 0.7052 | 0.1037 | 0.9847 | 0.7804 | 1.2142 |
Largest Winning Trade | 45738 | 45738 | 30046 | 4411233 | 1423517 | 4411233 |
Largest Losing Trade | -671103 | -74780 | -671103 | -5874806 | -5874806 | -1723515 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 29 | 28 | 30 | 58 | 64 | 53 |
Avg Bars in Losers | 95 | 100 | 88 | 56 | 58 | 53 |
Bars Traded | 3498 | 1891 | 1607 | 3498 | 1891 | 1607 |
Profit Streak | 33.5335 | 59.5335 | 0 | 0 | 0 | 156.5335 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745280 | -579630 | -579529 | -747096 | -583954 | 401021 |
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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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