Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1550480.2962 | -29003.4987 | -1521476.7975 | 96459.6721 | -1679285.4813 | 1775745.1534 |
Total P&L (%) | -1550.4803 | -29.0035 | -1521.4768 | 96.4597 | -1679.2855 | 1775.7452 |
Avg Daily Profit (%) | -0.8391 | -0.0157 | -0.8234 | 0.0366 | 0 | 0.1588 |
Buy And Hold Return (%) | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 |
Max Trade Drawdown | -1609887 | -105359 | -1602557 | -2608939 | -2262102 | -2012814 |
Profit Factor | 0.2735 | 0.902 | 0.1723 | 1.0141 | 0.5058 | 1.5145 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 17 | 23 | 38 | 15 | 23 |
Losing Trades | 31 | 18 | 13 | 33 | 20 | 13 |
Profitability (%) | 56.338 | 48.5714 | 63.8889 | 53.5211 | 42.8571 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.2119 | 0.9551 | 0.0974 | 0.8807 | 0.6744 | 0.856 |
Largest Winning Trade | 57765 | 57765 | 34475 | 3848588 | 792928 | 3848588 |
Largest Losing Trade | -1479248 | -67637 | -1479248 | -1550184 | -1013287 | -1550184 |
Avg Bars in Trades | 101 | 109 | 93 | 101 | 109 | 93 |
Avg Bars in Winners | 68 | 71 | 66 | 76 | 79 | 74 |
Avg Bars in Losers | 143 | 144 | 141 | 129 | 131 | 127 |
Bars Traded | 7183 | 3817 | 3366 | 7183 | 3817 | 3366 |
Profit Streak | 153.355 | 153.355 | 282.105 | 153.355 | 153.355 | 282.105 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669543 | -580379 | -577587 | -442794 | -582601 | 381762 |
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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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