Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1193892.4391 | 10071.5888 | -1203964.0279 | 7792026.4596 | -1019096.2159 | 8811122.6756 |
Total P&L (%) | -1193.8924 | 10.0716 | -1203.964 | 7792.0265 | -1019.0962 | 8811.1227 |
Avg Daily Profit (%) | -0.6461 | 0.0055 | -0.6516 | 0.2367 | 0 | 0.2433 |
Buy And Hold Return (%) | 97.2416 | 97.2416 | 97.2416 | 97.2416 | 97.2416 | 97.2416 |
Max Trade Drawdown | -1438417 | -46803 | -263537 | -8158443 | -2482370 | -7369812 |
Profit Factor | 0.3598 | 1.0474 | 0.2714 | 1.3182 | 0.8967 | 1.6023 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 77 | 34 | 43 | 75 | 32 | 43 |
Losing Trades | 52 | 31 | 21 | 54 | 33 | 21 |
Profitability (%) | 59.6899 | 52.3077 | 67.1875 | 58.1395 | 49.2308 | 67.1875 |
Ratio Avg Win / Avg Loss | 0.243 | 0.955 | 0.1326 | 0.9491 | 0.9247 | 0.7825 |
Largest Winning Trade | 30664 | 28462 | 30664 | 3634215 | 739938 | 3634215 |
Largest Losing Trade | -1185115 | -29625 | -1185115 | -6768649 | -1012574 | -6768649 |
Avg Bars in Trades | 53 | 15 | 91 | 53 | 15 | 91 |
Avg Bars in Winners | 43 | 12 | 67 | 52 | 12 | 81 |
Avg Bars in Losers | 66 | 17 | 139 | 54 | 17 | 112 |
Bars Traded | 6840 | 979 | 5861 | 6840 | 979 | 5861 |
Profit Streak | 101.054 | 101.054 | 156.804 | 101.054 | 101.054 | 156.804 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578221 | -651903 | -716765 | 332457 | -711919 | -127325 |
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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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