Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1203076.8764 | -59147.476 | -1143929.4004 | 39686.7465 | -4481566.4886 | 4521253.2352 |
Total P&L (%) | -1203.0769 | -59.1475 | -1143.9294 | 39.6867 | -4481.5665 | 4521.2532 |
Avg Daily Profit (%) | -0.6415 | -0.0315 | -0.61 | 0.0178 | 0 | 0.2046 |
Buy And Hold Return (%) | 293.1126 | 293.1126 | 293.1126 | 293.1126 | 293.1126 | 293.1126 |
Max Trade Drawdown | -1326441 | -196950 | -1167320 | -7365625 | -6702717 | -1817110 |
Profit Factor | 0.2827 | 0.8097 | 0.1628 | 1.0033 | 0.4511 | 2.1387 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 19 | 21 | 42 | 20 | 22 |
Losing Trades | 30 | 16 | 14 | 28 | 15 | 13 |
Profitability (%) | 57.1429 | 54.2857 | 60 | 60 | 57.1429 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.212 | 0.6819 | 0.1085 | 0.6688 | 0.3383 | 1.2637 |
Largest Winning Trade | 66406 | 66406 | 25865 | 4379130 | 739201 | 4379130 |
Largest Losing Trade | -813548 | -61638 | -813548 | -4582707 | -4582707 | -1485258 |
Avg Bars in Trades | 151 | 164 | 137 | 151 | 164 | 137 |
Avg Bars in Winners | 78 | 76 | 80 | 100 | 96 | 104 |
Avg Bars in Losers | 247 | 269 | 223 | 226 | 254 | 193 |
Bars Traded | 10580 | 5759 | 4821 | 10580 | 5759 | 4821 |
Profit Streak | 120.3892 | 184.0559 | 120.3892 | 120.3892 | 184.0559 | 120.3892 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677000 | -578874 | -578926 | -649267 | -578504 | 477207 |
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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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