Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -496950.9026 | -31721.8039 | -465229.0987 | 1685522.2852 | -335674.98 | 2021197.2652 |
Total P&L (%) | -496.9509 | -31.7218 | -465.2291 | 1685.5223 | -335.675 | 2021.1973 |
Avg Daily Profit (%) | -0.2747 | -0.0175 | -0.2572 | 0.1595 | 0 | 0.169 |
Buy And Hold Return (%) | 96.4975 | 96.4975 | 96.4975 | 96.4975 | 96.4975 | 96.4975 |
Max Trade Drawdown | -517901 | -76695 | -394936 | -1598106 | -1262123 | -561079 |
Profit Factor | 0.443 | 0.8219 | 0.3486 | 1.5245 | 0.8208 | 2.5082 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 15 | 18 | 27 | 15 | 12 |
Losing Trades | 28 | 16 | 12 | 34 | 16 | 18 |
Profitability (%) | 54.0984 | 48.3871 | 60 | 44.2623 | 48.3871 | 40 |
Ratio Avg Win / Avg Loss | 0.3759 | 0.8767 | 0.2324 | 1.9197 | 0.8756 | 3.7624 |
Largest Winning Trade | 41051 | 31548 | 41051 | 2040038 | 411052 | 2040038 |
Largest Losing Trade | -394160 | -33404 | -394160 | -693498 | -693498 | -230942 |
Avg Bars in Trades | 73 | 47 | 100 | 73 | 47 | 100 |
Avg Bars in Winners | 37 | 15 | 55 | 82 | 60 | 109 |
Avg Bars in Losers | 116 | 77 | 168 | 67 | 35 | 95 |
Bars Traded | 4505 | 1480 | 3025 | 4505 | 1480 | 3025 |
Profit Streak | 155.6252 | 155.6252 | 235.2919 | 155.6252 | 155.6252 | 235.2919 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744864 | -580480 | -578556 | -156590 | -580480 | 345243 |
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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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