Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1219742.0795 | -5402.9497 | -1214339.1299 | 430161.465 | -3639214.4181 | 4069375.8831 |
Total P&L (%) | -1219.7421 | -5.403 | -1214.3391 | 430.1615 | -3639.2144 | 4069.3759 |
Avg Daily Profit (%) | -0.6504 | -0.0029 | -0.6475 | 0.089 | 0 | 0.1991 |
Buy And Hold Return (%) | 212.8821 | 212.8821 | 212.8821 | 212.8821 | 212.8821 | 212.8821 |
Max Trade Drawdown | -1417611 | -126363 | -1314581 | -6692916 | -6144789 | -3367383 |
Profit Factor | 0.3171 | 0.9784 | 0.2094 | 1.031 | 0.5005 | 1.6169 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 67 | 33 | 34 | 69 | 32 | 37 |
Losing Trades | 32 | 17 | 15 | 30 | 18 | 12 |
Profitability (%) | 67.6768 | 66 | 69.3878 | 69.697 | 64 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.1514 | 0.504 | 0.0924 | 0.4483 | 0.2815 | 0.5244 |
Largest Winning Trade | 30221 | 27905 | 30221 | 5525383 | 641935 | 5525383 |
Largest Losing Trade | -1034417 | -60835 | -1034417 | -4269221 | -4269221 | -3367383 |
Avg Bars in Trades | 108 | 73 | 144 | 108 | 73 | 144 |
Avg Bars in Winners | 60 | 32 | 88 | 75 | 36 | 109 |
Avg Bars in Losers | 209 | 154 | 271 | 184 | 139 | 251 |
Bars Traded | 10767 | 3692 | 7075 | 10767 | 3692 | 7075 |
Profit Streak | 54.3324 | 91.3324 | 0 | 54.3324 | 91.3324 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577382 | -757398 | -578168 | -265361 | -757658 | 421794 |
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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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