Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1515512.6611 | 122212.0586 | -1637724.7198 | -4377483.4031 | 10487131.9749 | -14864615.378 |
Total P&L (%) | -1515.5127 | 122.2121 | -1637.7247 | -4377.4834 | 10487.132 | -14864.6154 |
Avg Daily Profit (%) | -0.6854 | 0.0553 | -0.7407 | 0 | 0.2111 | 0 |
Buy And Hold Return (%) | 393.0295 | 393.0295 | 393.0295 | 393.0295 | 393.0295 | 393.0295 |
Max Trade Drawdown | -1747867 | -105560 | -1747867 | -24627356 | -7153027 | -19720359 |
Profit Factor | 0.2626 | 1.6351 | 0.1209 | 0.8942 | 1.7738 | 0.466 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 19 | 15 | 27 | 13 | 14 |
Losing Trades | 24 | 10 | 14 | 31 | 16 | 15 |
Profitability (%) | 58.6207 | 65.5172 | 51.7241 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1854 | 0.8606 | 0.1128 | 1.0267 | 2.1831 | 0.4993 |
Largest Winning Trade | 90214 | 90214 | 43668 | 6859409 | 6859409 | 6432796 |
Largest Losing Trade | -1747867 | -41866 | -1747867 | -8590853 | -3223095 | -8590853 |
Avg Bars in Trades | 71 | 76 | 67 | 71 | 76 | 67 |
Avg Bars in Winners | 48 | 51 | 44 | 82 | 111 | 55 |
Avg Bars in Losers | 105 | 123 | 92 | 62 | 47 | 79 |
Bars Traded | 4175 | 2212 | 1963 | 4175 | 2212 | 1963 |
Profit Streak | 18.0264 | 24.0264 | 0 | 0 | 0 | 28.0264 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758595 | -282064 | -580609 | -759952 | 339466 | -580493 |
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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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