Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265928.4715 | -65362.0082 | -1200566.4633 | 87644.369 | -4676026.756 | 4763671.125 |
Total P&L (%) | -1265.9285 | -65.362 | -1200.5665 | 87.6444 | -4676.0268 | 4763.6711 |
Avg Daily Profit (%) | -0.6715 | -0.0347 | -0.6368 | 0.0334 | 0 | 0.2062 |
Buy And Hold Return (%) | 215.5125 | 215.5125 | 215.5125 | 215.5125 | 215.5125 | 215.5125 |
Max Trade Drawdown | -1456345 | -198252 | -1267864 | -7362754 | -6457915 | -3320141 |
Profit Factor | 0.2555 | 0.7682 | 0.1536 | 1.0071 | 0.351 | 1.9156 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 16 | 21 | 39 | 17 | 22 |
Losing Trades | 22 | 14 | 8 | 20 | 13 | 7 |
Profitability (%) | 62.7119 | 53.3333 | 72.4138 | 66.1017 | 56.6667 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.1519 | 0.6722 | 0.0585 | 0.5164 | 0.2684 | 0.6095 |
Largest Winning Trade | 42270 | 42270 | 32692 | 5914069 | 878368 | 5914069 |
Largest Losing Trade | -934779 | -62650 | -934779 | -4680705 | -4680705 | -2966311 |
Avg Bars in Trades | 189 | 225 | 153 | 189 | 225 | 153 |
Avg Bars in Winners | 79 | 90 | 71 | 103 | 115 | 94 |
Avg Bars in Losers | 374 | 378 | 367 | 357 | 368 | 336 |
Bars Traded | 11194 | 6751 | 4443 | 11194 | 6751 | 4443 |
Profit Streak | 85.9637 | 85.9637 | 129.1304 | 85.9637 | 85.9637 | 129.1304 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757133 | -579029 | -576576 | -704406 | -578597 | 489575 |
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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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