Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1740546.5212 | -54069.2399 | -1686477.2813 | -61066.6025 | 4048341.6662 | -4109408.2687 |
Total P&L (%) | -1740.5465 | -54.0692 | -1686.4773 | -61.0666 | 4048.3417 | -4109.4083 |
Avg Daily Profit (%) | -0.7353 | -0.0228 | -0.7124 | -0.0398 | 0.1575 | 0 |
Buy And Hold Return (%) | 526.8682 | 526.8682 | 526.8682 | 526.8682 | 526.8682 | 526.8682 |
Max Trade Drawdown | -1923330 | -172769 | -1777933 | -5594904 | -1213065 | -6751117 |
Profit Factor | 0.2225 | 0.7973 | 0.1447 | 0.9939 | 2.9638 | 0.4801 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 29 | 16 | 13 |
Losing Trades | 21 | 11 | 10 | 29 | 13 | 16 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 50 | 55.1724 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.1263 | 0.4872 | 0.0762 | 0.9939 | 2.4081 | 0.5908 |
Largest Winning Trade | 47138 | 47138 | 38857 | 2931503 | 2931503 | 1859061 |
Largest Losing Trade | -1323116 | -69906 | -1323116 | -3336830 | -703265 | -3336830 |
Avg Bars in Trades | 154 | 154 | 154 | 154 | 154 | 154 |
Avg Bars in Winners | 111 | 122 | 102 | 145 | 137 | 154 |
Avg Bars in Losers | 228 | 206 | 253 | 163 | 174 | 154 |
Bars Traded | 8948 | 4467 | 4481 | 8948 | 4467 | 4481 |
Profit Streak | 114.4856 | 170.4856 | 114.4856 | 114.4856 | 170.4856 | 114.4856 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757531 | -578300 | -578258 | -759319 | 537046 | -582281 |
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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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