Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1788278.1247 | 14775.9167 | -1803054.0414 | -179184.6791 | -5701981.9145 | 5522797.2354 |
Total P&L (%) | -1788.2781 | 14.7759 | -1803.054 | -179.1847 | -5701.9819 | 5522.7972 |
Avg Daily Profit (%) | -0.7579 | 0.0063 | -0.7642 | 0 | 0 | 0.1709 |
Buy And Hold Return (%) | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 |
Max Trade Drawdown | -1965020 | -155545 | -1914033 | -6687443 | -6207726 | -1828189 |
Profit Factor | 0.3203 | 1.0378 | 0.1951 | 0.9873 | 0.43 | 2.3558 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 121 | 55 | 66 | 89 | 37 | 52 |
Losing Trades | 51 | 31 | 20 | 83 | 49 | 34 |
Profitability (%) | 70.3488 | 63.9535 | 76.7442 | 51.7442 | 43.0233 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.135 | 0.5849 | 0.0591 | 0.9207 | 0.5695 | 1.5403 |
Largest Winning Trade | 33163 | 33163 | 28964 | 3601382 | 848309 | 3601382 |
Largest Losing Trade | -1543219 | -58022 | -1543219 | -2630979 | -2630979 | -1164800 |
Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Winners | 25 | 26 | 24 | 46 | 47 | 46 |
Avg Bars in Losers | 120 | 115 | 128 | 61 | 67 | 52 |
Bars Traded | 9249 | 5041 | 4208 | 9249 | 5041 | 4208 |
Profit Streak | 8.7947 | 33.5447 | 8.7947 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576120 | -528108 | -576688 | -579650 | -583815 | 489106 |
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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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