Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2397443.596 | -77578.9586 | -2319864.6374 | 3282.3986 | 1684827.6152 | -1681545.2166 |
Total P&L (%) | -2397.4436 | -77.579 | -2319.8646 | 3.2824 | 1684.8276 | -1681.5452 |
Avg Daily Profit (%) | -1.29 | -0.0417 | -1.2482 | 0.0017 | 0.1552 | 0 |
Buy And Hold Return (%) | 187.6712 | 187.6712 | 187.6712 | 187.6712 | 187.6712 | 187.6712 |
Max Trade Drawdown | -356637 | -143456 | -275615 | -1736748 | -1424706 | -1014471 |
Profit Factor | 0.1598 | 0.7519 | 0.087 | 1.0005 | 1.6503 | 0.5542 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 22 | 24 | 30 | 14 | 16 |
Losing Trades | 21 | 11 | 10 | 37 | 19 | 18 |
Profitability (%) | 68.6567 | 66.6667 | 70.5882 | 44.7761 | 42.4242 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.073 | 0.376 | 0.0362 | 1.234 | 2.2397 | 0.6235 |
Largest Winning Trade | 52290 | 52290 | 23161 | 1734299 | 1734299 | 930742 |
Largest Losing Trade | -2164848 | -74920 | -2164848 | -2164848 | -860483 | -2164848 |
Avg Bars in Trades | 51 | 53 | 50 | 51 | 53 | 50 |
Avg Bars in Winners | 19 | 19 | 19 | 57 | 69 | 47 |
Avg Bars in Losers | 123 | 121 | 125 | 47 | 41 | 52 |
Bars Traded | 3483 | 1766 | 1717 | 3483 | 1766 | 1717 |
Profit Streak | 122.9235 | 166.4235 | 122.9235 | 122.9235 | 166.4235 | 122.9235 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697904 | -577288 | -576774 | -698080 | 329869 | -580587 |
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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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