Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1010666.8625 | 12754.1062 | -1023420.9687 | -1723846.3703 | -8048164.2562 | 6324317.8859 |
Total P&L (%) | -1010.6669 | 12.7541 | -1023.421 | -1723.8464 | -8048.1643 | 6324.3179 |
Avg Daily Profit (%) | -0.5533 | 0.007 | -0.5603 | 0 | 0 | 0.2281 |
Buy And Hold Return (%) | 773.5014 | 773.5014 | 773.5014 | 773.5014 | 773.5014 | 773.5014 |
Max Trade Drawdown | -1074988 | -169611 | -1064315 | -26889109 | -20427603 | -6626695 |
Profit Factor | 0.3839 | 1.0394 | 0.2229 | 0.9576 | 0.6884 | 1.4278 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 147 | 74 | 73 | 92 | 43 | 49 |
Losing Trades | 41 | 20 | 21 | 96 | 51 | 45 |
Profitability (%) | 78.1915 | 78.7234 | 77.6596 | 48.9362 | 45.7447 | 52.1277 |
Ratio Avg Win / Avg Loss | 0.1071 | 0.2809 | 0.0641 | 0.9992 | 0.8165 | 1.3112 |
Largest Winning Trade | 16968 | 16968 | 14862 | 7820773 | 2758786 | 7820773 |
Largest Losing Trade | -589371 | -74593 | -589371 | -17225088 | -17225088 | -5887814 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 16 | 13 | 18 | 57 | 59 | 54 |
Avg Bars in Losers | 197 | 233 | 162 | 54 | 61 | 46 |
Bars Traded | 10474 | 5690 | 4784 | 10474 | 5690 | 4784 |
Profit Streak | 23.2242 | 75.3909 | 23.2242 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574673 | -523027 | -576671 | -580207 | -582736 | 328166 |
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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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