Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -988974.9705 | 63089.0938 | -1052064.0644 | 479225.5919 | -4903181.8814 | 5382407.4732 |
Total P&L (%) | -988.975 | 63.0891 | -1052.0641 | 479.2256 | -4903.1819 | 5382.4075 |
Avg Daily Profit (%) | -0.4173 | 0.0266 | -0.4439 | 0.0741 | 0 | 0.1691 |
Buy And Hold Return (%) | 467.9608 | 467.9608 | 467.9608 | 467.9608 | 467.9608 | 467.9608 |
Max Trade Drawdown | -1194881 | -121208 | -1142525 | -18797877 | -11280920 | -17013498 |
Profit Factor | 0.3659 | 1.2758 | 0.2095 | 1.0129 | 0.702 | 1.2602 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 18 | 23 | 37 | 15 | 22 |
Losing Trades | 26 | 15 | 11 | 30 | 18 | 12 |
Profitability (%) | 61.194 | 54.5455 | 67.6471 | 55.2239 | 45.4545 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.232 | 1.0631 | 0.1002 | 0.8213 | 0.8424 | 0.6874 |
Largest Winning Trade | 106681 | 106681 | 39015 | 8687893 | 3225445 | 8687893 |
Largest Losing Trade | -750763 | -57597 | -750763 | -12321365 | -6152722 | -12321365 |
Avg Bars in Trades | 67 | 77 | 57 | 67 | 77 | 57 |
Avg Bars in Winners | 42 | 59 | 29 | 54 | 69 | 44 |
Avg Bars in Losers | 106 | 98 | 116 | 82 | 82 | 81 |
Bars Traded | 4493 | 2541 | 1952 | 4493 | 2541 | 1952 |
Profit Streak | 17.9866 | 0 | 251.9866 | 17.9866 | 0 | 251.9866 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699761 | -322590 | -577109 | -579998 | -582570 | 332452 |
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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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