Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -885222.7571 | -60121.9296 | -825100.8274 | -35154.4468 | -2452321.1958 | 2417166.749 |
Total P&L (%) | -885.2228 | -60.1219 | -825.1008 | -35.1544 | -2452.3212 | 2417.1667 |
Avg Daily Profit (%) | -0.4701 | -0.0319 | -0.4382 | -0.023 | 0 | 0.1715 |
Buy And Hold Return (%) | 208.7534 | 208.7534 | 208.7534 | 208.7534 | 208.7534 | 208.7534 |
Max Trade Drawdown | -964587 | -194995 | -874680 | -2394758 | -2488832 | -1421360 |
Profit Factor | 0.2651 | 0.7375 | 0.1542 | 0.9932 | 0.246 | 2.2584 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 54 | 25 | 29 | 46 | 20 | 26 |
Losing Trades | 15 | 10 | 5 | 23 | 15 | 8 |
Profitability (%) | 78.2609 | 71.4286 | 85.2941 | 66.6667 | 57.1429 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.0736 | 0.295 | 0.0266 | 0.4966 | 0.1845 | 0.6949 |
Largest Winning Trade | 29301 | 29301 | 12743 | 3633582 | 339817 | 3633582 |
Largest Losing Trade | -661239 | -64314 | -661239 | -1570887 | -1570887 | -1044611 |
Avg Bars in Trades | 49 | 56 | 43 | 49 | 56 | 43 |
Avg Bars in Winners | 13 | 16 | 10 | 12 | 6 | 16 |
Avg Bars in Losers | 182 | 155 | 236 | 125 | 123 | 130 |
Bars Traded | 3446 | 1969 | 1477 | 3446 | 1969 | 1477 |
Profit Streak | 83.9076 | 83.9076 | 246.4076 | 83.9076 | 83.9076 | 246.4076 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682152 | -577451 | -574992 | -683655 | -579303 | 508633 |
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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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