Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5580846.2019 | 9848.6168 | -5590694.8187 | -2359568.459 | 6718759.3773 | -9078327.8363 |
Total P&L (%) | -5580.8462 | 9.8486 | -5590.6948 | -2359.5685 | 6718.7594 | -9078.3278 |
Avg Daily Profit (%) | -2.8416 | 0.005 | -2.8466 | 0 | 0.2152 | 0 |
Buy And Hold Return (%) | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 |
Max Trade Drawdown | -5719487 | -124040 | -5657697 | -24017052 | -10661083 | -16176185 |
Profit Factor | 0.0616 | 1.0536 | 0.03 | 0.9331 | 1.5208 | 0.5942 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 20 | 19 | 31 | 15 | 16 |
Losing Trades | 21 | 10 | 11 | 29 | 15 | 14 |
Profitability (%) | 65 | 66.6667 | 63.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0332 | 0.5268 | 0.0174 | 0.8729 | 1.5208 | 0.5199 |
Largest Winning Trade | 28337 | 28337 | 18242 | 9627730 | 9627730 | 6821087 |
Largest Losing Trade | -5593777 | -53837 | -5593777 | -15194509 | -4174787 | -15194509 |
Avg Bars in Trades | 94 | 97 | 90 | 94 | 97 | 90 |
Avg Bars in Winners | 35 | 40 | 30 | 117 | 131 | 103 |
Avg Bars in Losers | 202 | 212 | 194 | 69 | 64 | 74 |
Bars Traded | 5641 | 2937 | 2704 | 5641 | 2937 | 2704 |
Profit Streak | 411.5821 | 0 | 554.5821 | 0 | 606.2487 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751747 | -513002 | -578513 | -754061 | 317518 | -580393 |
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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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