Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1791690.3358 | -96779.7113 | -1694910.6245 | -1127236.571 | -13323487.4033 | 12196250.8323 |
Total P&L (%) | -1791.6903 | -96.7797 | -1694.9106 | -1127.2366 | -13323.4874 | 12196.2508 |
Avg Daily Profit (%) | -0.9828 | -0.0531 | -0.9297 | 0 | 0 | 0.2643 |
Buy And Hold Return (%) | 686.5702 | 686.5702 | 686.5702 | 686.5702 | 686.5702 | 686.5702 |
Max Trade Drawdown | -1847288 | -195207 | -1736679 | -19382660 | -14561592 | -6201537 |
Profit Factor | 0.2155 | 0.6918 | 0.1396 | 0.963 | 0.3279 | 2.1419 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 23 | 23 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 44 | 23 | 21 |
Profitability (%) | 59.7403 | 58.9744 | 60.5263 | 42.8571 | 41.0256 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.1452 | 0.4812 | 0.091 | 1.2841 | 0.4714 | 2.6459 |
Largest Winning Trade | 37523 | 37523 | 24607 | 15462974 | 2872824 | 15462974 |
Largest Losing Trade | -764635 | -73657 | -764635 | -12284615 | -12284615 | -3905863 |
Avg Bars in Trades | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Winners | 35 | 40 | 31 | 71 | 65 | 75 |
Avg Bars in Losers | 115 | 108 | 123 | 65 | 69 | 61 |
Bars Traded | 5232 | 2654 | 2578 | 5232 | 2654 | 2578 |
Profit Streak | 49.2994 | 160.6327 | 0 | 0 | 0 | 96.6327 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624951 | -578240 | -579400 | -628166 | -584247 | 402739 |
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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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