Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1175338.9313 | 36928.3366 | -1212267.2678 | 906054.2453 | -10665667.323 | 11571721.5683 |
Total P&L (%) | -1175.3389 | 36.9283 | -1212.2673 | 906.0542 | -10665.6673 | 11571.7216 |
Avg Daily Profit (%) | -0.6294 | 0.0198 | -0.6491 | 0.1237 | 0 | 0.2552 |
Buy And Hold Return (%) | 524.1382 | 524.1382 | 524.1382 | 524.1382 | 524.1382 | 524.1382 |
Max Trade Drawdown | -1354021 | -119463 | -1312193 | -12043248 | -12179664 | -2711775 |
Profit Factor | 0.2846 | 1.1775 | 0.1551 | 1.0417 | 0.3203 | 2.9175 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 74 | 36 | 38 | 70 | 32 | 38 |
Losing Trades | 21 | 11 | 10 | 25 | 15 | 10 |
Profitability (%) | 77.8947 | 76.5957 | 79.1667 | 73.6842 | 68.0851 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.0808 | 0.3598 | 0.0408 | 0.372 | 0.1501 | 0.7678 |
Largest Winning Trade | 40725 | 40725 | 26711 | 10274087 | 828586 | 10274087 |
Largest Losing Trade | -801283 | -81135 | -801283 | -10255892 | -10255892 | -2484696 |
Avg Bars in Trades | 37 | 46 | 28 | 37 | 46 | 28 |
Avg Bars in Winners | 7 | 7 | 7 | 14 | 10 | 16 |
Avg Bars in Losers | 143 | 177 | 105 | 102 | 123 | 71 |
Bars Traded | 3551 | 2200 | 1351 | 3551 | 2200 | 1351 |
Profit Streak | 11.3595 | 18.8595 | 11.3595 | 11.3595 | 18.8595 | 11.3595 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575540 | -355107 | -575996 | -207785 | -577792 | 579041 |
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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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