Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1277577.2931 | -65364.4711 | -1212212.822 | -415883.1296 | -3481554.3681 | 3065671.2385 |
Total P&L (%) | -1277.5773 | -65.3645 | -1212.2128 | -415.8831 | -3481.5544 | 3065.6712 |
Avg Daily Profit (%) | -0.7051 | -0.0361 | -0.669 | 0 | 0 | 0.1909 |
Buy And Hold Return (%) | 571.7224 | 571.7224 | 571.7224 | 571.7224 | 571.7224 | 571.7224 |
Max Trade Drawdown | -1340631 | -204320 | -1242902 | -10609773 | -7948980 | -2907086 |
Profit Factor | 0.3105 | 0.8218 | 0.1843 | 0.9749 | 0.6553 | 1.4756 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 136 | 67 | 69 | 91 | 41 | 50 |
Losing Trades | 40 | 21 | 19 | 85 | 47 | 38 |
Profitability (%) | 77.2727 | 76.1364 | 78.4091 | 51.7045 | 46.5909 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.0913 | 0.2576 | 0.0508 | 0.9106 | 0.7512 | 1.1215 |
Largest Winning Trade | 26250 | 26250 | 16556 | 4271423 | 1213661 | 4271423 |
Largest Losing Trade | -577025 | -75333 | -577025 | -6871587 | -6871587 | -2085284 |
Avg Bars in Trades | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Winners | 13 | 10 | 15 | 37 | 40 | 34 |
Avg Bars in Losers | 130 | 147 | 110 | 42 | 45 | 38 |
Bars Traded | 6986 | 3795 | 3192 | 6986 | 3795 | 3192 |
Profit Streak | 20.1642 | 60.4142 | 20.1642 | 0 | 0 | 0 |
Trades During Streak | 7 | 7 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574685 | -575839 | -575666 | -579635 | -582422 | 309229 |
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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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