Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2619518.0647 | -58029.1624 | -2561488.9023 | 32414.8493 | 1842357.6877 | -1809942.8384 |
Total P&L (%) | -2619.5181 | -58.0292 | -2561.4889 | 32.4148 | 1842.3577 | -1809.9428 |
Avg Daily Profit (%) | -1.4118 | -0.0313 | -1.3805 | 0.0151 | 0.16 | 0 |
Buy And Hold Return (%) | 122.6052 | 122.6052 | 122.6052 | 122.6052 | 122.6052 | 122.6052 |
Max Trade Drawdown | -2708992 | -168763 | -2619229 | -12004619 | -3748524 | -9341574 |
Profit Factor | 0.1935 | 0.8192 | 0.1249 | 1.0015 | 1.2572 | 0.8787 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 130 | 59 | 71 | 84 | 45 | 39 |
Losing Trades | 43 | 28 | 15 | 89 | 42 | 47 |
Profitability (%) | 75.1445 | 67.8161 | 82.5581 | 48.5549 | 51.7241 | 45.3488 |
Ratio Avg Win / Avg Loss | 0.064 | 0.3888 | 0.0264 | 1.0611 | 1.1734 | 1.0589 |
Largest Winning Trade | 16275 | 16275 | 15888 | 6893416 | 2759386 | 6893416 |
Largest Losing Trade | -2459497 | -71740 | -2459497 | -3076691 | -1045458 | -3076691 |
Avg Bars in Trades | 41 | 25 | 57 | 41 | 25 | 57 |
Avg Bars in Winners | 11 | 6 | 15 | 45 | 29 | 64 |
Avg Bars in Losers | 133 | 66 | 257 | 37 | 21 | 52 |
Bars Traded | 7189 | 2240 | 4949 | 7189 | 2240 | 4949 |
Profit Streak | 26.0613 | 26.0613 | 107.5613 | 26.0613 | 26.0613 | 107.5613 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575109 | -577215 | -575028 | -555472 | 313810 | -579585 |
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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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