Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -222600.3257 | 320570.9276 | -543171.2533 | -5262998.1618 | 5072430.4188 | -10335428.5806 |
Total P&L (%) | -222.6003 | 320.5709 | -543.1713 | -5262.9982 | 5072.4304 | -10335.4286 |
Avg Daily Profit (%) | -0.1002 | 0.1443 | -0.2445 | 0 | 0.1778 | 0 |
Buy And Hold Return (%) | 261.236 | 261.236 | 261.236 | 261.236 | 261.236 | 261.236 |
Max Trade Drawdown | -649002 | -137315 | -689472 | -24372035 | -11634603 | -13866119 |
Profit Factor | 0.7644 | 2.7616 | 0.2878 | 0.8482 | 1.3284 | 0.4627 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 20 | 18 | 28 | 16 | 12 |
Losing Trades | 20 | 9 | 11 | 30 | 13 | 17 |
Profitability (%) | 65.5172 | 68.9655 | 62.069 | 48.2759 | 55.1724 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.4023 | 1.2427 | 0.1759 | 0.9088 | 1.0794 | 0.6554 |
Largest Winning Trade | 127007 | 127007 | 56514 | 8520894 | 8520894 | 2893164 |
Largest Losing Trade | -631809 | -45910 | -631809 | -7940532 | -5743073 | -7940532 |
Avg Bars in Trades | 95 | 136 | 53 | 95 | 136 | 53 |
Avg Bars in Winners | 52 | 65 | 38 | 146 | 206 | 65 |
Avg Bars in Losers | 176 | 295 | 78 | 47 | 50 | 45 |
Bars Traded | 5529 | 3967 | 1562 | 5529 | 3967 | 1562 |
Profit Streak | 294.7206 | 0 | 295.0539 | 0 | 310.0539 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757678 | -88968 | -578680 | -760948 | 335105 | -584185 |
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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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