Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2115375.4148 | -112701.2041 | -2002674.2107 | 430643.8764 | -12396252.3712 | 12826896.2476 |
Total P&L (%) | -2115.3754 | -112.7012 | -2002.6742 | 430.6439 | -12396.2524 | 12826.8962 |
Avg Daily Profit (%) | -1.1778 | -0.0628 | -1.1151 | 0.093 | 0 | 0.2711 |
Buy And Hold Return (%) | 299.5728 | 299.5728 | 299.5728 | 299.5728 | 299.5728 | 299.5728 |
Max Trade Drawdown | -2251430 | -231942 | -2090853 | -23561310 | -21879248 | -4803659 |
Profit Factor | 0.1751 | 0.6362 | 0.1117 | 1.0115 | 0.4974 | 1.9943 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 19 | 23 | 44 | 20 | 24 |
Losing Trades | 22 | 13 | 9 | 20 | 12 | 8 |
Profitability (%) | 65.625 | 59.375 | 71.875 | 68.75 | 62.5 | 75 |
Ratio Avg Win / Avg Loss | 0.0917 | 0.4353 | 0.0437 | 0.4598 | 0.2984 | 0.6648 |
Largest Winning Trade | 59715 | 59715 | 27087 | 16444006 | 8936937 | 16444006 |
Largest Losing Trade | -1112553 | -63795 | -1112553 | -10246700 | -10246700 | -4803659 |
Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Winners | 22 | 22 | 23 | 27 | 26 | 28 |
Avg Bars in Losers | 113 | 113 | 114 | 112 | 113 | 110 |
Bars Traded | 3446 | 1887 | 1559 | 3446 | 1887 | 1559 |
Profit Streak | 85.9243 | 85.9243 | 290.4243 | 85.9243 | 85.9243 | 290.4243 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720800 | -578634 | -576583 | -447707 | -578229 | 513219 |
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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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