Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1857782.6616 | 79032.4628 | -1936815.1245 | 79565.6057 | -6825174.0355 | 6904739.6413 |
Total P&L (%) | -1857.7827 | 79.0325 | -1936.8151 | 79.5656 | -6825.174 | 6904.7396 |
Avg Daily Profit (%) | -0.9464 | 0.0403 | -0.9867 | 0.0298 | 0 | 0.2167 |
Buy And Hold Return (%) | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 |
Max Trade Drawdown | -2107313 | -130803 | -2075374 | -7912801 | -7160805 | -5400679 |
Profit Factor | 0.2893 | 1.2802 | 0.1694 | 1.0045 | 0.1141 | 1.6907 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 26 | 30 | 56 | 24 | 32 |
Losing Trades | 38 | 21 | 17 | 38 | 23 | 15 |
Profitability (%) | 59.5745 | 55.3191 | 63.8298 | 59.5745 | 51.0638 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.1963 | 1.034 | 0.096 | 0.6816 | 0.1093 | 0.7925 |
Largest Winning Trade | 60270 | 42533 | 60270 | 15194358 | 218774 | 15194358 |
Largest Losing Trade | -1685096 | -55190 | -1685096 | -5157509 | -3264725 | -5157509 |
Avg Bars in Trades | 120 | 118 | 122 | 120 | 118 | 122 |
Avg Bars in Winners | 68 | 70 | 67 | 73 | 72 | 73 |
Avg Bars in Losers | 197 | 179 | 220 | 191 | 167 | 227 |
Bars Traded | 11358 | 5586 | 5772 | 11358 | 5586 | 5772 |
Profit Streak | 407.9658 | 0 | 562.4658 | 407.9658 | 0 | 562.4658 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578700 | -304169 | -577553 | -533989 | -580558 | 381748 |
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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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