Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -359381.3827 | 52652.9154 | -412034.298 | 3326094.6495 | -1412946.5039 | 4739041.1534 |
Total P&L (%) | -359.3814 | 52.6529 | -412.0343 | 3326.0947 | -1412.9465 | 4739.0412 |
Avg Daily Profit (%) | -0.1656 | 0.0243 | -0.1899 | 0.163 | 0 | 0.1789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -627507 | -125801 | -643642 | -3261697 | -4053920 | -1357278 |
Profit Factor | 0.7026 | 1.1441 | 0.5112 | 1.2651 | 0.8211 | 2.0186 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 179 | 87 | 92 | 167 | 82 | 85 |
Losing Trades | 48 | 26 | 22 | 60 | 31 | 29 |
Profitability (%) | 78.8546 | 76.9912 | 80.7018 | 73.5683 | 72.5664 | 74.5614 |
Ratio Avg Win / Avg Loss | 0.1884 | 0.3419 | 0.1222 | 0.4545 | 0.3104 | 0.6887 |
Largest Winning Trade | 27300 | 27300 | 15676 | 2524236 | 421503 | 2524236 |
Largest Losing Trade | -483826 | -52381 | -483826 | -2072206 | -2072206 | -1299760 |
Avg Bars in Trades | 35 | 44 | 27 | 35 | 44 | 27 |
Avg Bars in Winners | 13 | 14 | 11 | 17 | 18 | 16 |
Avg Bars in Losers | 120 | 142 | 95 | 86 | 111 | 60 |
Bars Traded | 8152 | 4977 | 3176 | 8152 | 4977 | 3176 |
Profit Streak | 120.0658 | 120.0658 | 288.0658 | 120.0658 | 120.0658 | 288.0658 |
Trades During Streak | 7 | 3 | 17 | 7 | 3 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574357 | -220452 | -574904 | 419759 | -576476 | 504585 |
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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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