Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1055806.848 | -276088.9503 | -779717.8978 | -99209.8676 | 864095.9833 | -963305.8509 |
Total P&L (%) | -1055.8068 | -276.089 | -779.7179 | -99.2099 | 864.096 | -963.3059 |
Avg Daily Profit (%) | -0.7119 | -0.1862 | -0.5258 | -0.3259 | 0.1529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1177595 | -343229 | -854017 | -1132612 | -149109 | -1328535 |
Profit Factor | 0.545 | 0.6829 | 0.4622 | 0.9662 | 2.0312 | 0.5401 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 362 | 164 | 198 | 302 | 148 | 154 |
Losing Trades | 165 | 100 | 65 | 225 | 116 | 109 |
Profitability (%) | 68.6907 | 62.1212 | 75.2852 | 57.3055 | 56.0606 | 58.5551 |
Ratio Avg Win / Avg Loss | 0.2484 | 0.4164 | 0.1517 | 0.7198 | 1.592 | 0.3823 |
Largest Winning Trade | 16475 | 15877 | 16475 | 397853 | 228093 | 397853 |
Largest Losing Trade | -591183 | -36566 | -591183 | -1132612 | -78752 | -1132612 |
Avg Bars in Trades | 11 | 12 | 9 | 11 | 12 | 9 |
Avg Bars in Winners | 5 | 5 | 4 | 8 | 10 | 6 |
Avg Bars in Losers | 24 | 24 | 23 | 14 | 16 | 13 |
Bars Traded | 5887 | 3381 | 2506 | 5887 | 3381 | 2506 |
Profit Streak | 5.3908 | 5.3908 | 13.6408 | 5.3908 | 5.3908 | 13.6408 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574145 | -577394 | -575324 | -575621 | 507366 | -577493 |
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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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