Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1737558.9338 | 79559.2821 | -1817118.2159 | 974517.6923 | -1069903.0965 | 2044420.7888 |
Total P&L (%) | -1737.5589 | 79.5593 | -1817.1182 | 974.5177 | -1069.9031 | 2044.4208 |
Avg Daily Profit (%) | -0.9733 | 0.0446 | -1.0179 | 0.1331 | 0 | 0.1719 |
Buy And Hold Return (%) | 292.8878 | 292.8878 | 292.8878 | 292.8878 | 292.8878 | 292.8878 |
Max Trade Drawdown | -1866284 | -123407 | -1852497 | -1704429 | -1923912 | -1169312 |
Profit Factor | 0.2928 | 1.2535 | 0.1521 | 1.1553 | 0.7414 | 1.9561 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 15 | 22 | 37 | 14 | 23 |
Losing Trades | 27 | 17 | 10 | 27 | 18 | 9 |
Profitability (%) | 57.8125 | 46.875 | 68.75 | 57.8125 | 43.75 | 71.875 |
Ratio Avg Win / Avg Loss | 0.2137 | 1.4206 | 0.0691 | 0.8431 | 0.9532 | 0.7654 |
Largest Winning Trade | 91969 | 91969 | 41591 | 801127 | 748200 | 801127 |
Largest Losing Trade | -1823728 | -50841 | -1823728 | -906906 | -906906 | -568609 |
Avg Bars in Trades | 105 | 92 | 118 | 105 | 92 | 118 |
Avg Bars in Winners | 86 | 49 | 111 | 100 | 62 | 123 |
Avg Bars in Losers | 131 | 130 | 131 | 112 | 116 | 104 |
Bars Traded | 6746 | 2969 | 3777 | 6746 | 2969 | 3777 |
Profit Streak | 20.6536 | 84.6536 | 0 | 20.6536 | 84.6536 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722711 | -299650 | -578379 | -211058 | -582279 | 414899 |
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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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