Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1790711.9207 | 63249.9123 | -1853961.833 | -3386555.9757 | -17663914.5536 | 14277358.5779 |
Total P&L (%) | -1790.7119 | 63.2499 | -1853.9618 | -3386.556 | -17663.9146 | 14277.3586 |
Avg Daily Profit (%) | -0.963 | 0.034 | -0.997 | 0 | 0 | 0.2675 |
Buy And Hold Return (%) | 5806.9523 | 5806.9523 | 5806.9523 | 5806.9523 | 5806.9523 | 5806.9523 |
Max Trade Drawdown | -1802859 | -134347 | -1873382 | -23614112 | -18939105 | -9811909 |
Profit Factor | 0.2337 | 1.2669 | 0.1171 | 0.9135 | 0.248 | 1.9127 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 24 | 23 | 36 | 15 | 21 |
Losing Trades | 26 | 13 | 13 | 37 | 22 | 15 |
Profitability (%) | 64.3836 | 64.8649 | 63.8889 | 49.3151 | 40.5405 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.1293 | 0.6862 | 0.0662 | 0.9388 | 0.3637 | 1.3662 |
Largest Winning Trade | 74388 | 74388 | 26059 | 14718990 | 1814191 | 14718990 |
Largest Losing Trade | -1173958 | -58881 | -1173958 | -7763247 | -6634011 | -7763247 |
Avg Bars in Trades | 295 | 290 | 301 | 295 | 290 | 301 |
Avg Bars in Winners | 142 | 160 | 123 | 237 | 209 | 257 |
Avg Bars in Losers | 573 | 530 | 616 | 352 | 345 | 363 |
Bars Traded | 21587 | 10737 | 10850 | 21587 | 10737 | 10850 |
Profit Streak | 42.1064 | 150.1064 | 0 | 0 | 0 | 92.6898 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654362 | -311732 | -578979 | -657321 | -584451 | 321899 |
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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) |
---|