Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1366708.6926 | -71907.8792 | -1294800.8134 | 12525.1705 | -3268909.6821 | 3281434.8526 |
Total P&L (%) | -1366.7087 | -71.9079 | -1294.8008 | 12.5252 | -3268.9097 | 3281.4349 |
Avg Daily Profit (%) | -0.7648 | -0.0402 | -0.7246 | 0.0066 | 0 | 0.1972 |
Buy And Hold Return (%) | 184.4064 | 184.4064 | 184.4064 | 184.4064 | 184.4064 | 184.4064 |
Max Trade Drawdown | -1471530 | -228723 | -943620 | -5172983 | -5327529 | -2759795 |
Profit Factor | 0.252 | 0.7775 | 0.1391 | 1.0011 | 0.5227 | 1.7449 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 18 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 22 | 17 |
Profitability (%) | 50.6329 | 47.5 | 53.8462 | 50.6329 | 45 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.2457 | 0.8593 | 0.1193 | 0.9761 | 0.6388 | 1.3484 |
Largest Winning Trade | 63390 | 63390 | 44717 | 4354935 | 2030050 | 4354935 |
Largest Losing Trade | -886280 | -62793 | -886280 | -2771267 | -2771267 | -2038976 |
Avg Bars in Trades | 64 | 58 | 69 | 64 | 58 | 69 |
Avg Bars in Winners | 37 | 22 | 52 | 40 | 16 | 60 |
Avg Bars in Losers | 90 | 91 | 89 | 87 | 93 | 80 |
Bars Traded | 5058 | 2351 | 2707 | 5058 | 2351 | 2707 |
Profit Streak | 139.5758 | 142.5758 | 139.5758 | 139.5758 | 142.5758 | 139.5758 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610558 | -580370 | -579297 | -600529 | -581342 | 432842 |
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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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