Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -761178.0526 | 460721.5117 | -1221899.5642 | 176220.5607 | -26827410.1662 | 27003630.7269 |
Total P&L (%) | -761.1781 | 460.7215 | -1221.8996 | 176.2206 | -26827.4102 | 27003.6307 |
Avg Daily Profit (%) | -0.3725 | 0.2255 | -0.598 | 0.0497 | 0 | 0.2745 |
Buy And Hold Return (%) | 4690.411 | 4690.411 | 4690.411 | 4690.411 | 4690.411 | 4690.411 |
Max Trade Drawdown | -1201857 | -148682 | -1354669 | -74647162 | -73750470 | -42366383 |
Profit Factor | 0.6806 | 1.8631 | 0.3393 | 1.001 | 0.715 | 1.3234 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 102 | 51 | 51 | 104 | 52 | 52 |
Losing Trades | 95 | 47 | 48 | 93 | 46 | 47 |
Profitability (%) | 51.7767 | 52.0408 | 51.5152 | 52.7919 | 53.0612 | 52.5253 |
Ratio Avg Win / Avg Loss | 0.6339 | 1.7169 | 0.3194 | 0.8951 | 0.6325 | 1.1961 |
Largest Winning Trade | 109162 | 109162 | 46527 | 57359359 | 26604973 | 57359359 |
Largest Losing Trade | -675073 | -58436 | -675073 | -41501542 | -34291562 | -41501542 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 26 | 19 | 33 | 28 | 19 | 38 |
Avg Bars in Losers | 32 | 31 | 34 | 30 | 31 | 29 |
Bars Traded | 5833 | 2460 | 3373 | 5833 | 2460 | 3373 |
Profit Streak | 301.1938 | 323.1938 | 301.1938 | 301.1938 | 323.1938 | 301.1938 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578270 | -153187 | -580283 | -510732 | -579429 | 313133 |
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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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