Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1851646.6148 | 102885.4945 | -1954532.1093 | 527203.2328 | -6536536.4347 | 7063739.6676 |
Total P&L (%) | -1851.6466 | 102.8855 | -1954.5321 | 527.2032 | -6536.5364 | 7063.7397 |
Avg Daily Profit (%) | -0.9428 | 0.0524 | -0.9952 | 0.0935 | 0 | 0.2177 |
Buy And Hold Return (%) | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 |
Max Trade Drawdown | -1989652 | -124799 | -2049654 | -14720351 | -10745044 | -5991466 |
Profit Factor | 0.3274 | 1.268 | 0.175 | 1.0125 | 0.6993 | 1.3436 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 158 | 78 | 80 | 154 | 75 | 79 |
Losing Trades | 60 | 31 | 29 | 64 | 34 | 30 |
Profitability (%) | 72.4771 | 71.5596 | 73.3945 | 70.6422 | 68.8073 | 72.4771 |
Ratio Avg Win / Avg Loss | 0.1243 | 0.504 | 0.0635 | 0.4208 | 0.317 | 0.5102 |
Largest Winning Trade | 38165 | 38165 | 26589 | 16140279 | 2943582 | 16140279 |
Largest Losing Trade | -1780625 | -62120 | -1780625 | -8207100 | -8207100 | -3867806 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 8 | 8 | 8 | 9 | 9 | 9 |
Avg Bars in Losers | 71 | 75 | 68 | 66 | 69 | 63 |
Bars Traded | 5673 | 3026 | 2647 | 5673 | 3026 | 2647 |
Profit Streak | 408.1088 | 0 | 565.1088 | 408.1088 | 0 | 565.1088 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575860 | -287428 | -576069 | -437261 | -578048 | 354937 |
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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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