Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -904727.9396 | -231383.237 | -673344.7026 | -84528.4103 | 783346.2892 | -867874.6995 |
Total P&L (%) | -904.7279 | -231.3832 | -673.3447 | -84.5284 | 783.3463 | -867.8747 |
Avg Daily Profit (%) | -0.6101 | -0.156 | -0.4541 | -0.1258 | 0.147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1009350 | -305470 | -758488 | -1153231 | -153457 | -1180089 |
Profit Factor | 0.5151 | 0.6204 | 0.4639 | 0.9656 | 2.2087 | 0.5197 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 270 | 120 | 150 | 192 | 100 | 92 |
Losing Trades | 101 | 66 | 35 | 179 | 86 | 93 |
Profitability (%) | 72.7763 | 64.5161 | 81.0811 | 51.752 | 53.7634 | 49.7297 |
Ratio Avg Win / Avg Loss | 0.1927 | 0.3412 | 0.1082 | 0.9002 | 1.8995 | 0.5254 |
Largest Winning Trade | 18450 | 18450 | 18016 | 322060 | 322060 | 302655 |
Largest Losing Trade | -436992 | -41184 | -436992 | -813586 | -54196 | -813586 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 20 | 16 | 23 | 45 | 46 | 44 |
Avg Bars in Losers | 120 | 98 | 161 | 49 | 43 | 53 |
Bars Traded | 17572 | 8453 | 9119 | 17572 | 8453 | 9119 |
Profit Streak | 0 | 0 | 19.1663 | 0 | 0 | 19.1663 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575885 | -578477 | -575811 | -578611 | 314726 | -579910 |
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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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