Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2661228.1404 | -190143.0563 | -2471085.0841 | -113509.9689 | 11921584.0463 | -12035094.0152 |
Total P&L (%) | -2661.2281 | -190.1431 | -2471.0851 | -113.51 | 11921.584 | -12035.094 |
Avg Daily Profit (%) | -1.1511 | -0.0822 | -1.0688 | 0 | 0.2074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2764349 | -224877 | -2540861 | -16649622 | -1619445 | -17434136 |
Profit Factor | 0.1708 | 0.5398 | 0.1162 | 0.9945 | 5.6465 | 0.3277 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 13 | 22 | 29 | 18 | 11 |
Losing Trades | 28 | 18 | 10 | 34 | 13 | 21 |
Profitability (%) | 55.5556 | 41.9355 | 68.75 | 46.0317 | 58.0645 | 34.375 |
Ratio Avg Win / Avg Loss | 0.1366 | 0.7474 | 0.0528 | 1.1659 | 4.078 | 0.6256 |
Largest Winning Trade | 40438 | 31525 | 40438 | 8572975 | 8572975 | 1963639 |
Largest Losing Trade | -1971685 | -79746 | -1971685 | -11482048 | -1619445 | -11482048 |
Avg Bars in Trades | 136 | 153 | 119 | 136 | 153 | 119 |
Avg Bars in Winners | 55 | 55 | 56 | 182 | 201 | 151 |
Avg Bars in Losers | 236 | 224 | 259 | 96 | 86 | 103 |
Bars Traded | 8586 | 4753 | 3833 | 8586 | 4753 | 3833 |
Profit Streak | 78.1128 | 78.1128 | 275.8628 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729687 | -583396 | -577030 | -731654 | 625506 | -586886 |
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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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