Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1603244.4963 | 92286.9956 | -1695531.4919 | 453533.4914 | -10032051.4836 | 10485584.9751 |
Total P&L (%) | -1603.2445 | 92.287 | -1695.5315 | 453.5335 | -10032.0515 | 10485.585 |
Avg Daily Profit (%) | -0.8165 | 0.047 | -0.8635 | 0.0872 | 0 | 0.2377 |
Buy And Hold Return (%) | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 |
Max Trade Drawdown | -1847404 | -106075 | -1830281 | -11928976 | -10390220 | -7856612 |
Profit Factor | 0.2753 | 1.3689 | 0.1358 | 1.0172 | 0.214 | 1.7664 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 25 | 22 | 45 | 23 | 22 |
Losing Trades | 25 | 11 | 14 | 27 | 13 | 14 |
Profitability (%) | 65.2778 | 69.4444 | 61.1111 | 62.5 | 63.8889 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.1464 | 0.6023 | 0.0864 | 0.6103 | 0.121 | 1.1241 |
Largest Winning Trade | 51337 | 40838 | 51337 | 22068247 | 1189398 | 22068247 |
Largest Losing Trade | -1514625 | -63639 | -1514625 | -6916626 | -3485494 | -6916626 |
Avg Bars in Trades | 105 | 111 | 99 | 105 | 111 | 99 |
Avg Bars in Winners | 52 | 56 | 47 | 58 | 61 | 56 |
Avg Bars in Losers | 204 | 235 | 180 | 183 | 200 | 167 |
Bars Traded | 7588 | 4009 | 3579 | 7588 | 4009 | 3579 |
Profit Streak | 404.2278 | 0 | 559.7278 | 404.2278 | 0 | 559.7278 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661711 | -294559 | -578005 | -526958 | -578979 | 481357 |
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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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