Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1479248.0092 | -161066.3542 | -1318181.655 | -230113.3555 | 1382984.0931 | -1613097.4487 |
Total P&L (%) | -1479.248 | -161.0664 | -1318.1817 | -230.1134 | 1382.9841 | -1613.0974 |
Avg Daily Profit (%) | -0.8239 | -0.0897 | -0.7342 | 0 | 0.1503 | 0 |
Buy And Hold Return (%) | 285.5687 | 285.5687 | 285.5687 | 285.5687 | 285.5687 | 285.5687 |
Max Trade Drawdown | -1621770 | -229139 | -54703 | -1399665 | -47456 | -250044 |
Profit Factor | 0.1753 | 0.4468 | 0.1226 | 0.8769 | 15.3287 | 0.0901 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 50 | 22 | 28 | 16 | 12 | 4 |
Losing Trades | 16 | 11 | 5 | 50 | 21 | 29 |
Profitability (%) | 75.7576 | 66.6667 | 84.8485 | 24.2424 | 36.3636 | 12.1212 |
Ratio Avg Win / Avg Loss | 0.0561 | 0.2234 | 0.0219 | 2.7403 | 26.8252 | 0.6529 |
Largest Winning Trade | 24063 | 24063 | 21535 | 667353 | 667353 | 85392 |
Largest Losing Trade | -1398154 | -65904 | -1398154 | -1399665 | -16856 | -1399665 |
Avg Bars in Trades | 144 | 199 | 89 | 144 | 199 | 89 |
Avg Bars in Winners | 38 | 48 | 30 | 436 | 484 | 289 |
Avg Bars in Losers | 475 | 501 | 418 | 51 | 36 | 61 |
Bars Traded | 9533 | 6587 | 2946 | 9533 | 6587 | 2946 |
Profit Streak | 57.7338 | 57.7338 | 270.4005 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704180 | -577048 | -574870 | -739931 | 336256 | -667379 |
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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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