Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1247379.3508 | -69464.5698 | -1177914.781 | -374907.3999 | -4116025.1242 | 3741117.7243 |
Total P&L (%) | -1247.3794 | -69.4646 | -1177.9148 | -374.9074 | -4116.0251 | 3741.1177 |
Avg Daily Profit (%) | -0.6883 | -0.0383 | -0.65 | 0 | 0 | 0.2015 |
Buy And Hold Return (%) | 622.3232 | 622.3232 | 622.3232 | 622.3232 | 622.3232 | 622.3232 |
Max Trade Drawdown | -1311477 | -214882 | -1209603 | -12155922 | -9589463 | -2623894 |
Profit Factor | 0.3103 | 0.805 | 0.1891 | 0.9793 | 0.6427 | 1.5673 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 141 | 68 | 73 | 90 | 41 | 49 |
Losing Trades | 37 | 21 | 16 | 88 | 48 | 40 |
Profitability (%) | 79.2135 | 76.4045 | 82.0225 | 50.5618 | 46.0674 | 55.0562 |
Ratio Avg Win / Avg Loss | 0.0814 | 0.2486 | 0.0414 | 0.9575 | 0.7524 | 1.2794 |
Largest Winning Trade | 18666 | 18666 | 12453 | 4443459 | 1396688 | 4443459 |
Largest Losing Trade | -595673 | -74740 | -595673 | -8118709 | -8118709 | -1624434 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 11 | 9 | 13 | 38 | 41 | 36 |
Avg Bars in Losers | 145 | 152 | 136 | 39 | 44 | 34 |
Bars Traded | 6987 | 3836 | 3151 | 6987 | 3836 | 3151 |
Profit Streak | 19.7641 | 60.2641 | 19.7641 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574324 | -575826 | -575166 | -579772 | -582623 | 340132 |
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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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