Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -18749.2771 | 668983.9856 | -687733.2627 | -19410298.7498 | 30879816.1555 | -50290114.9052 |
Total P&L (%) | -18.7493 | 668.984 | -687.7333 | -19410.2988 | 30879.8162 | -50290.1149 |
Avg Daily Profit (%) | -0.0083 | 0.2957 | -0.304 | 0 | 0.2539 | 0 |
Buy And Hold Return (%) | 10519.7818 | 10519.7818 | 10519.7818 | 10519.7818 | 10519.7818 | 10519.7818 |
Max Trade Drawdown | -746843 | -72619 | -760748 | -66719835 | -17083916 | -62464573 |
Profit Factor | 0.9831 | 5.3124 | 0.2816 | 0.792 | 2.1781 | 0.2505 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 34 | 16 | 18 |
Losing Trades | 23 | 13 | 10 | 24 | 13 | 11 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 0.6461 | 4.3163 | 0.1482 | 0.5591 | 1.7697 | 0.1531 |
Largest Winning Trade | 417105 | 417105 | 36610 | 23452445 | 23452445 | 2689221 |
Largest Losing Trade | -579755 | -27673 | -579755 | -56697864 | -10357322 | -56697864 |
Avg Bars in Trades | 72 | 75 | 68 | 72 | 75 | 68 |
Avg Bars in Winners | 67 | 74 | 62 | 75 | 83 | 68 |
Avg Bars in Losers | 78 | 78 | 79 | 68 | 67 | 69 |
Bars Traded | 4188 | 2202 | 1986 | 4188 | 2202 | 1986 |
Profit Streak | 103.0181 | 103.0181 | 232.5181 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757978 | -147721 | -577848 | -759160 | 363211 | -579268 |
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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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