Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1269934.6996 | -69898.7241 | -1200035.9755 | 63878.8434 | -3077078.2427 | 3140957.0861 |
Total P&L (%) | -1269.9347 | -69.8987 | -1200.036 | 63.8788 | -3077.0782 | 3140.9571 |
Avg Daily Profit (%) | -0.6718 | -0.037 | -0.6348 | 0.0261 | 0 | 0.1842 |
Buy And Hold Return (%) | 288.1183 | 288.1183 | 288.1183 | 288.1183 | 288.1183 | 288.1183 |
Max Trade Drawdown | -1405278 | -168063 | -1275439 | -3001298 | -3396534 | -1685267 |
Profit Factor | 0.2289 | 0.7555 | 0.1182 | 1.0108 | 0.1946 | 2.5024 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 72 | 37 | 35 | 68 | 35 | 33 |
Losing Trades | 23 | 11 | 12 | 27 | 13 | 14 |
Profitability (%) | 75.7895 | 77.0833 | 74.4681 | 71.5789 | 72.9167 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.2246 | 0.0405 | 0.4014 | 0.0723 | 1.0616 |
Largest Winning Trade | 34444 | 34444 | 18495 | 4751273 | 230174 | 4751273 |
Largest Losing Trade | -972195 | -63631 | -972195 | -1710121 | -1710121 | -1523294 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 21 | 19 | 22 | 24 | 23 | 25 |
Avg Bars in Losers | 170 | 222 | 123 | 139 | 179 | 101 |
Bars Traded | 5449 | 3170 | 2279 | 5449 | 3170 | 2279 |
Profit Streak | 34.9813 | 38.3147 | 34.9813 | 34.9813 | 38.3147 | 34.9813 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575462 | -575747 | -576982 | -529274 | -576287 | 532975 |
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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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