Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1200937.1116 | -330666.497 | -870270.6147 | -99887.5145 | 813894.0216 | -913781.5361 |
Total P&L (%) | -1200.9371 | -330.6665 | -870.2706 | -99.8875 | 813.894 | -913.7815 |
Avg Daily Profit (%) | -0.8156 | -0.2246 | -0.591 | -0.4601 | 0.1504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1307674 | -394624 | -920636 | -1146437 | -92743 | -1261638 |
Profit Factor | 0.4894 | 0.6239 | 0.4091 | 0.9558 | 2.5311 | 0.4711 |
Total Trades | 570 | 285 | 285 | 570 | 285 | 285 |
Winning Trades | 425 | 203 | 222 | 355 | 177 | 178 |
Losing Trades | 145 | 82 | 63 | 215 | 108 | 107 |
Profitability (%) | 74.5614 | 71.2281 | 77.8947 | 62.2807 | 62.1053 | 62.4561 |
Ratio Avg Win / Avg Loss | 0.167 | 0.252 | 0.1161 | 0.5789 | 1.5444 | 0.2832 |
Largest Winning Trade | 20616 | 20616 | 16402 | 327610 | 215943 | 327610 |
Largest Losing Trade | -606368 | -36010 | -606368 | -1137918 | -34354 | -1137918 |
Avg Bars in Trades | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Winners | 11 | 12 | 10 | 20 | 25 | 15 |
Avg Bars in Losers | 87 | 93 | 79 | 47 | 52 | 43 |
Bars Traded | 17542 | 10132 | 7410 | 17542 | 10132 | 7410 |
Profit Streak | 11.017 | 22.6003 | 11.017 | 11.017 | 22.6003 | 11.017 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572549 | -575497 | -574421 | -574557 | 595330 | -576423 |
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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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