Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1683109.2927 | 162111.8189 | -1845221.1116 | 223177.2021 | -4113261.0343 | 4336438.2365 |
Total P&L (%) | -1683.1093 | 162.1118 | -1845.2211 | 223.1772 | -4113.261 | 4336.4382 |
Avg Daily Profit (%) | -0.857 | 0.0825 | -0.9395 | 0.0597 | 0 | 0.1933 |
Buy And Hold Return (%) | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 | 1431.0734 |
Max Trade Drawdown | -1867007 | -92651 | -1980454 | -8635667 | -4323497 | -5392214 |
Profit Factor | 0.3557 | 1.4766 | 0.1879 | 1.0115 | 0.5569 | 1.4295 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 125 | 59 | 66 | 119 | 55 | 64 |
Losing Trades | 49 | 28 | 21 | 55 | 32 | 23 |
Profitability (%) | 71.8391 | 67.8161 | 75.8621 | 68.3908 | 63.2184 | 73.5632 |
Ratio Avg Win / Avg Loss | 0.1394 | 0.7008 | 0.0598 | 0.4675 | 0.324 | 0.5137 |
Largest Winning Trade | 69263 | 69263 | 26589 | 10538070 | 1633336 | 10538070 |
Largest Losing Trade | -1772398 | -59564 | -1772398 | -3002958 | -2705413 | -3002958 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 11 | 12 | 10 | 12 | 12 | 12 |
Avg Bars in Losers | 87 | 80 | 97 | 77 | 71 | 85 |
Bars Traded | 5729 | 2981 | 2748 | 5729 | 2981 | 2748 |
Profit Streak | 399.0803 | 0 | 567.0803 | 399.0803 | 0 | 567.0803 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576449 | -246765 | -576051 | -484570 | -579108 | 307207 |
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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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