Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1679947.2521 | -133513.4499 | -1546433.8022 | -96002.9057 | 3451366.9048 | -3547369.8105 |
Total P&L (%) | -1679.9473 | -133.5135 | -1546.4338 | -96.0029 | 3451.3669 | -3547.3698 |
Avg Daily Profit (%) | -0.8988 | -0.0714 | -0.8274 | -0.1721 | 0.1912 | 0 |
Buy And Hold Return (%) | 503.5519 | 503.5519 | 503.5519 | 503.5519 | 503.5519 | 503.5519 |
Max Trade Drawdown | -1857242 | -253175 | -1646858 | -3548573 | -669351 | -3939398 |
Profit Factor | 0.211 | 0.6385 | 0.1213 | 0.9864 | 4.8972 | 0.423 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 32 | 35 | 49 | 27 | 22 |
Losing Trades | 24 | 13 | 11 | 42 | 18 | 24 |
Profitability (%) | 73.6264 | 71.1111 | 76.087 | 53.8462 | 60 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.0756 | 0.2594 | 0.0381 | 0.8454 | 3.2648 | 0.4614 |
Largest Winning Trade | 28785 | 28785 | 18924 | 2053999 | 1586632 | 2053999 |
Largest Losing Trade | -895724 | -60507 | -895724 | -2753389 | -669351 | -2753389 |
Avg Bars in Trades | 58 | 71 | 46 | 58 | 71 | 46 |
Avg Bars in Winners | 18 | 21 | 16 | 82 | 98 | 62 |
Avg Bars in Losers | 169 | 193 | 140 | 30 | 31 | 30 |
Bars Traded | 5325 | 3208 | 2117 | 5325 | 3208 | 2117 |
Profit Streak | 38.1333 | 156.1333 | 38.1333 | 38.1333 | 156.1333 | 38.1333 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575688 | -576563 | -576334 | -578530 | 660919 | -580561 |
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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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