Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1228469.2832 | -41910.5689 | -1186558.7143 | -681850.4461 | -5773556.5515 | 5091706.1053 |
Total P&L (%) | -1228.4693 | -41.9106 | -1186.5587 | -681.8504 | -5773.5566 | 5091.7061 |
Avg Daily Profit (%) | -0.6688 | -0.0228 | -0.646 | 0 | 0 | 0.2153 |
Buy And Hold Return (%) | 784.4858 | 784.4858 | 784.4858 | 784.4858 | 784.4858 | 784.4858 |
Max Trade Drawdown | -1295321 | -201532 | -1222063 | -17566346 | -13852958 | -3871726 |
Profit Factor | 0.3316 | 0.8813 | 0.201 | 0.9729 | 0.6458 | 1.5764 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 140 | 66 | 74 | 89 | 44 | 45 |
Losing Trades | 38 | 23 | 15 | 89 | 45 | 44 |
Profitability (%) | 78.6517 | 74.1573 | 83.1461 | 50 | 49.4382 | 50.5618 |
Ratio Avg Win / Avg Loss | 0.09 | 0.3071 | 0.0407 | 0.9729 | 0.6605 | 1.5413 |
Largest Winning Trade | 32795 | 32795 | 14245 | 5036728 | 1612290 | 5036728 |
Largest Losing Trade | -642508 | -74652 | -642508 | -11644187 | -11644187 | -2482422 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 11 | 9 | 13 | 38 | 39 | 37 |
Avg Bars in Losers | 141 | 140 | 143 | 39 | 46 | 33 |
Bars Traded | 6983 | 3831 | 3152 | 6983 | 3831 | 3152 |
Profit Streak | 44.3513 | 84.8513 | 44.3513 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574428 | -576186 | -575078 | -579845 | -581312 | 376884 |
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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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