Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -432710.625 | 636476.5172 | -1069187.1422 | -22879.6833 | -5434708.5254 | 5411828.8421 |
Total P&L (%) | -432.7106 | 636.4765 | -1069.1871 | -22.8797 | -5434.7085 | 5411.8288 |
Avg Daily Profit (%) | -0.2423 | 0.3565 | -0.5988 | -0.0146 | 0 | 0.2248 |
Buy And Hold Return (%) | 406.8666 | 406.8666 | 406.8666 | 406.8666 | 406.8666 | 406.8666 |
Max Trade Drawdown | -342733 | -195781 | -196441 | -3228602 | -5717756 | -568171 |
Profit Factor | 0.7474 | 2.5117 | 0.1727 | 0.9973 | 0.1668 | 3.8214 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 11 | 14 | 27 | 11 | 16 |
Losing Trades | 38 | 20 | 18 | 36 | 20 | 16 |
Profitability (%) | 39.6825 | 35.4839 | 43.75 | 42.8571 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 1.1361 | 4.5668 | 0.222 | 1.3297 | 0.3033 | 3.8214 |
Largest Winning Trade | 819490 | 819490 | 33650 | 5865424 | 334074 | 5865424 |
Largest Losing Trade | -903310 | -66268 | -903310 | -3228602 | -3228602 | -903310 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 51 | 50 | 52 | 54 | 42 | 63 |
Avg Bars in Losers | 55 | 65 | 44 | 53 | 70 | 33 |
Bars Traded | 3416 | 1870 | 1546 | 3416 | 1870 | 1546 |
Profit Streak | 0 | 122.3939 | 0 | 0 | 122.3939 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734401 | -357 | -583240 | -733166 | -585504 | 545331 |
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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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