Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1376905.9633 | 300982.0167 | -1677887.9799 | 21008777.9579 | 4854791.3339 | 16153986.624 |
Total P&L (%) | -1376.906 | 300.982 | -1677.888 | 21008.778 | 4854.7913 | 16153.9866 |
Avg Daily Profit (%) | -0.7011 | 0.1532 | -0.8543 | 0.2729 | 0.1989 | 0.2595 |
Buy And Hold Return (%) | 2635.4001 | 2635.4001 | 2635.4001 | 2635.4001 | 2635.4001 | 2635.4001 |
Max Trade Drawdown | -1881926 | -62539 | -1859836 | -10754046 | -15492873 | -6963819 |
Profit Factor | 0.402 | 2.5104 | 0.2023 | 1.6405 | 1.2231 | 2.4625 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 20 | 25 | 47 | 21 | 26 |
Losing Trades | 39 | 22 | 17 | 37 | 21 | 16 |
Profitability (%) | 53.5714 | 47.619 | 59.5238 | 55.9524 | 50 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.3484 | 2.7614 | 0.1376 | 1.2914 | 1.2231 | 1.5154 |
Largest Winning Trade | 132555 | 132555 | 62332 | 8840689 | 8840689 | 4116709 |
Largest Losing Trade | -932439 | -26276 | -932439 | -4921624 | -4921624 | -4904080 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 48 | 50 | 46 | 50 | 48 | 52 |
Avg Bars in Losers | 36 | 22 | 53 | 32 | 23 | 43 |
Bars Traded | 3595 | 1518 | 2077 | 3595 | 1518 | 2077 |
Profit Streak | 0 | 0 | 544.9029 | 0 | 0 | 544.9029 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580090 | -154653 | -578165 | 419478 | -255 | 560895 |
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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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