Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -889720.8293 | -199992.9213 | -689727.908 | -98290.2742 | 846888.8215 | -945179.0958 |
Total P&L (%) | -889.7208 | -199.9929 | -689.7279 | -98.2903 | 846.8888 | -945.1791 |
Avg Daily Profit (%) | -0.6042 | -0.1358 | -0.4684 | -0.2759 | 0.1528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1032750 | -263363 | -786639 | -943806 | -138718 | -1277195 |
Profit Factor | 0.4942 | 0.6525 | 0.4172 | 0.9551 | 2.9307 | 0.4594 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 111 | 47 | 64 | 107 | 53 | 54 |
Losing Trades | 68 | 42 | 26 | 72 | 36 | 36 |
Profitability (%) | 62.0112 | 52.809 | 71.1111 | 59.7765 | 59.5506 | 60 |
Ratio Avg Win / Avg Loss | 0.3028 | 0.5831 | 0.1695 | 0.6427 | 1.9907 | 0.3063 |
Largest Winning Trade | 35822 | 34537 | 35822 | 367769 | 173062 | 367769 |
Largest Losing Trade | -563770 | -30704 | -563770 | -943806 | -64867 | -943806 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 20 | 17 | 23 | 26 | 26 | 27 |
Avg Bars in Losers | 50 | 48 | 53 | 39 | 39 | 38 |
Bars Traded | 5701 | 2822 | 2879 | 5701 | 2822 | 2879 |
Profit Streak | 10.5638 | 49.0638 | 10.5638 | 10.5638 | 49.0638 | 10.5638 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577185 | -579244 | -577426 | -577475 | 562960 | -579144 |
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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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