Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2013569.919 | 14783.6007 | -2028353.5196 | -2389028.1395 | -13468424.6551 | 11079396.5156 |
Total P&L (%) | -2013.5699 | 14.7836 | -2028.3535 | -2389.0281 | -13468.4247 | 11079.3965 |
Avg Daily Profit (%) | -0.9666 | 0.0071 | -0.9737 | 0 | 0 | 0.2267 |
Buy And Hold Return (%) | 418.4341 | 418.4341 | 418.4341 | 418.4341 | 418.4341 | 418.4341 |
Max Trade Drawdown | -2172817 | -98677 | -2162086 | -16843194 | -14457133 | -8069421 |
Profit Factor | 0.3608 | 1.0261 | 0.2153 | 0.9581 | 0.5866 | 1.4544 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 167 | 77 | 90 | 137 | 66 | 71 |
Losing Trades | 129 | 71 | 58 | 159 | 82 | 77 |
Profitability (%) | 56.4189 | 52.027 | 60.8108 | 46.2838 | 44.5946 | 47.973 |
Ratio Avg Win / Avg Loss | 0.2787 | 0.9462 | 0.1388 | 1.1119 | 0.7288 | 1.5773 |
Largest Winning Trade | 35554 | 35554 | 34135 | 14713295 | 1386614 | 14713295 |
Largest Losing Trade | -1284873 | -50936 | -1284873 | -6650557 | -6650557 | -3959597 |
Avg Bars in Trades | 81 | 86 | 77 | 81 | 86 | 77 |
Avg Bars in Winners | 55 | 61 | 50 | 65 | 69 | 62 |
Avg Bars in Losers | 116 | 113 | 119 | 95 | 100 | 90 |
Bars Traded | 24254 | 12800 | 11454 | 24254 | 12800 | 11454 |
Profit Streak | 21.7143 | 21.9643 | 21.7143 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577349 | -541904 | -578989 | -579008 | -583042 | 340337 |
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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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