Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1309831.8373 | 200114.4677 | -1509946.305 | 628496.9905 | -6865921.986 | 7494418.9765 |
Total P&L (%) | -1309.8318 | 200.1145 | -1509.9463 | 628.497 | -6865.922 | 7494.419 |
Avg Daily Profit (%) | -0.6669 | 0.1019 | -0.7688 | 0.1012 | 0 | 0.2207 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -1609128 | -89948 | -1675377 | -6864981 | -7634612 | -3270003 |
Profit Factor | 0.4055 | 1.7289 | 0.2171 | 1.0365 | 0.2354 | 1.9083 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 26 | 26 | 48 | 23 | 25 |
Losing Trades | 30 | 15 | 15 | 34 | 18 | 16 |
Profitability (%) | 63.4146 | 63.4146 | 63.4146 | 58.5366 | 56.0976 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.2339 | 0.9975 | 0.1252 | 0.7342 | 0.1842 | 1.2213 |
Largest Winning Trade | 70456 | 70456 | 64394 | 13415499 | 476095 | 13415499 |
Largest Losing Trade | -1332349 | -56137 | -1332349 | -2873118 | -2873118 | -1826638 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 41 | 43 | 39 | 45 | 46 | 45 |
Avg Bars in Losers | 119 | 111 | 126 | 104 | 96 | 112 |
Bars Traded | 5746 | 2814 | 2933 | 5746 | 2814 | 2933 |
Profit Streak | 437.7134 | 437.7134 | 557.38 | 437.7134 | 437.7134 | 557.38 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586200 | -219870 | -577668 | -411410 | -579366 | 421996 |
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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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