Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1488296.7404 | 132665.5664 | -1620962.3067 | 388727.2306 | -4831005.5922 | 5219732.8228 |
Total P&L (%) | -1488.2967 | 132.6656 | -1620.9623 | 388.7272 | -4831.0056 | 5219.7328 |
Avg Daily Profit (%) | -0.7578 | 0.0675 | -0.8253 | 0.0808 | 0 | 0.2025 |
Buy And Hold Return (%) | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 |
Max Trade Drawdown | -1734863 | -92149 | -1739839 | -8245579 | -5250761 | -5613355 |
Profit Factor | 0.3033 | 1.563 | 0.1471 | 1.0254 | 0.3134 | 1.6308 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 23 | 19 | 40 | 21 | 19 |
Losing Trades | 24 | 10 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.6364 | 69.697 | 57.5758 | 60.6061 | 63.6364 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1733 | 0.6796 | 0.1084 | 0.6665 | 0.1791 | 1.2016 |
Largest Winning Trade | 61811 | 42396 | 61811 | 12001924 | 727625 | 12001924 |
Largest Losing Trade | -1493890 | -64030 | -1493890 | -4906987 | -2042058 | -4906987 |
Avg Bars in Trades | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Winners | 49 | 50 | 47 | 54 | 54 | 53 |
Avg Bars in Losers | 151 | 182 | 129 | 136 | 153 | 121 |
Bars Traded | 5705 | 2988 | 2717 | 5705 | 2988 | 2717 |
Profit Streak | 399.2454 | 0 | 554.5787 | 399.2454 | 0 | 554.5787 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706924 | -265965 | -578861 | -571630 | -579035 | 319418 |
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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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