Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1589495.6339 | -109419.9967 | -1480075.6371 | -192471.3153 | -7009148.8418 | 6816677.5266 |
Total P&L (%) | -1589.4956 | -109.42 | -1480.0756 | -192.4713 | -7009.1488 | 6816.6775 |
Avg Daily Profit (%) | -0.8766 | -0.0603 | -0.8162 | 0 | 0 | 0.2339 |
Buy And Hold Return (%) | 552.9227 | 552.9227 | 552.9227 | 552.9227 | 552.9227 | 552.9227 |
Max Trade Drawdown | -1688014 | -247374 | -1530882 | -16562163 | -11391710 | -6365942 |
Profit Factor | 0.3274 | 0.7711 | 0.2149 | 0.9946 | 0.6054 | 1.3844 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 226 | 114 | 112 | 191 | 90 | 101 |
Losing Trades | 130 | 64 | 66 | 165 | 88 | 77 |
Profitability (%) | 63.4831 | 64.0449 | 62.9213 | 53.6517 | 50.5618 | 56.7416 |
Ratio Avg Win / Avg Loss | 0.1884 | 0.4329 | 0.1267 | 0.8592 | 0.592 | 1.0554 |
Largest Winning Trade | 27822 | 27822 | 22703 | 14907149 | 2387732 | 14907149 |
Largest Losing Trade | -615009 | -77831 | -615009 | -9632442 | -9632442 | -5465457 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 11 | 11 | 11 | 26 | 27 | 25 |
Avg Bars in Losers | 62 | 65 | 58 | 34 | 34 | 34 |
Bars Traded | 10697 | 5510 | 5187 | 10697 | 5510 | 5187 |
Profit Streak | 2.1258 | 2.7925 | 0 | 0 | 0 | 3.7925 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579128 | -579923 | -578448 | -578443 | -580328 | 361559 |
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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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