Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1909545.3397 | 75210.5303 | -1984755.87 | 1954671.3613 | -21969196.8724 | 23923868.2338 |
Total P&L (%) | -1909.5453 | 75.2105 | -1984.7559 | 1954.6714 | -21969.1969 | 23923.8682 |
Avg Daily Profit (%) | -0.9725 | 0.0383 | -1.0108 | 0.1541 | 0 | 0.2796 |
Buy And Hold Return (%) | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 |
Max Trade Drawdown | -2089524 | -137601 | -2081211 | -49601717 | -41221773 | -14162315 |
Profit Factor | 0.225 | 1.3179 | 0.1089 | 1.0235 | 0.5585 | 1.7139 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 75 | 38 | 37 | 71 | 35 | 36 |
Losing Trades | 19 | 9 | 10 | 23 | 12 | 11 |
Profitability (%) | 79.7872 | 80.8511 | 78.7234 | 75.5319 | 74.4681 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.057 | 0.3121 | 0.0294 | 0.3315 | 0.1915 | 0.5237 |
Largest Winning Trade | 24807 | 24807 | 21541 | 39576885 | 5985205 | 39576885 |
Largest Losing Trade | -1769432 | -63246 | -1769432 | -25519217 | -25519217 | -9153819 |
Avg Bars in Trades | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Winners | 34 | 37 | 31 | 38 | 40 | 37 |
Avg Bars in Losers | 260 | 279 | 242 | 206 | 211 | 201 |
Bars Traded | 7518 | 3940 | 3578 | 7518 | 3940 | 3578 |
Profit Streak | 404.9529 | 0 | 559.2029 | 404.9529 | 0 | 559.2029 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575802 | -304932 | -575622 | -266932 | -577525 | 506452 |
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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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