Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1410514.5811 | -86961.8423 | -1323552.7388 | -204859.5517 | 4072354.4678 | -4277214.0195 |
Total P&L (%) | -1410.5146 | -86.9618 | -1323.5527 | -204.8596 | 4072.3545 | -4277.214 |
Avg Daily Profit (%) | -0.5917 | -0.0365 | -0.5552 | 0 | 0.1566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1697439 | -274392 | -1446436 | -8727388 | -2046697 | -7594493 |
Profit Factor | 0.3523 | 0.8347 | 0.1986 | 0.9827 | 2.2263 | 0.4979 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 66 | 29 | 37 | 34 | 20 | 14 |
Losing Trades | 30 | 19 | 11 | 62 | 28 | 34 |
Profitability (%) | 68.75 | 60.4167 | 77.0833 | 35.4167 | 41.6667 | 29.1667 |
Ratio Avg Win / Avg Loss | 0.1601 | 0.5469 | 0.0591 | 1.792 | 3.1169 | 1.2093 |
Largest Winning Trade | 110093 | 110093 | 37185 | 2372408 | 2372408 | 1660124 |
Largest Losing Trade | -785638 | -70015 | -785638 | -5719279 | -1033881 | -5719279 |
Avg Bars in Trades | 145 | 167 | 123 | 145 | 167 | 123 |
Avg Bars in Winners | 48 | 46 | 50 | 234 | 259 | 198 |
Avg Bars in Losers | 357 | 352 | 367 | 96 | 101 | 92 |
Bars Traded | 13946 | 8028 | 5918 | 13946 | 8028 | 5918 |
Profit Streak | 26.7517 | 0 | 275.7517 | 0 | 40.9184 | 0 |
Trades During Streak | 1 | 0 | 9 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577272 | -579338 | -575696 | -583415 | 334840 | -590473 |
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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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