Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -346250.9105 | 88838.2323 | -435089.1429 | 2995454.9674 | -381228.5733 | 3376683.5407 |
Total P&L (%) | -346.2509 | 88.8382 | -435.0891 | 2995.455 | -381.2286 | 3376.6835 |
Avg Daily Profit (%) | -0.1915 | 0.0491 | -0.2406 | 0.19 | 0 | 0.1965 |
Buy And Hold Return (%) | 306.962 | 306.962 | 306.962 | 306.962 | 306.962 | 306.962 |
Max Trade Drawdown | -636189 | -113450 | -651887 | -2412555 | -2412555 | -727842 |
Profit Factor | 0.6586 | 1.3093 | 0.4014 | 1.5548 | 0.9073 | 3.6203 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 137 | 67 | 70 | 129 | 64 | 65 |
Losing Trades | 43 | 23 | 20 | 51 | 26 | 25 |
Profitability (%) | 76.1111 | 74.4444 | 77.7778 | 71.6667 | 71.1111 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.2067 | 0.4494 | 0.1147 | 0.6147 | 0.3686 | 1.3924 |
Largest Winning Trade | 21319 | 21319 | 19071 | 1967844 | 615061 | 1967844 |
Largest Losing Trade | -355919 | -72520 | -355919 | -2412555 | -2412555 | -654040 |
Avg Bars in Trades | 54 | 55 | 54 | 54 | 55 | 54 |
Avg Bars in Winners | 21 | 16 | 25 | 32 | 22 | 42 |
Avg Bars in Losers | 162 | 169 | 154 | 111 | 136 | 85 |
Bars Traded | 9885 | 5001 | 4884 | 9885 | 5001 | 4884 |
Profit Streak | 34.7165 | 148.7165 | 34.7165 | 34.7165 | 148.7165 | 34.7165 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574819 | -289988 | -575709 | 479123 | -576603 | 648989 |
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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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