Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1720576.8424 | -44905.9509 | -1675670.8915 | -102021.7755 | 2559693.2015 | -2661714.977 |
Total P&L (%) | -1720.5768 | -44.906 | -1675.6709 | -102.0218 | 2559.6932 | -2661.715 |
Avg Daily Profit (%) | -0.8262 | -0.0216 | -0.8046 | 0 | 0.1577 | 0 |
Buy And Hold Return (%) | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 |
Max Trade Drawdown | -1857731 | -99577 | -1823279 | -23303121 | -880095 | -23862980 |
Profit Factor | 0.3479 | 0.7805 | 0.3115 | 0.9971 | 2.2541 | 0.9193 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 114 | 49 | 65 | 91 | 48 | 43 |
Losing Trades | 89 | 53 | 36 | 112 | 54 | 58 |
Profitability (%) | 56.1576 | 48.0392 | 64.3564 | 44.8276 | 47.0588 | 42.5743 |
Ratio Avg Win / Avg Loss | 0.2716 | 0.8442 | 0.1725 | 1.2272 | 2.5358 | 1.2399 |
Largest Winning Trade | 52774 | 23177 | 52774 | 19031173 | 1088185 | 19031173 |
Largest Losing Trade | -1229272 | -16354 | -1229272 | -22439130 | -660117 | -22439130 |
Avg Bars in Trades | 120 | 5 | 236 | 120 | 5 | 236 |
Avg Bars in Winners | 91 | 5 | 156 | 117 | 6 | 241 |
Avg Bars in Losers | 157 | 6 | 380 | 123 | 5 | 233 |
Bars Traded | 24507 | 598 | 23909 | 24507 | 598 | 23909 |
Profit Streak | 37.8106 | 57.8106 | 37.8106 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577380 | -580087 | -578212 | -580060 | 389449 | -582284 |
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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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