Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1763286.3464 | -10415.2007 | -1752871.1457 | 42609.1778 | 3157267.1066 | -3114657.9288 |
Total P&L (%) | -1763.2863 | -10.4152 | -1752.8711 | 42.6092 | 3157.2671 | -3114.6579 |
Avg Daily Profit (%) | -0.9446 | -0.0056 | -0.939 | 0.019 | 0.1868 | 0 |
Buy And Hold Return (%) | 290.7831 | 290.7831 | 290.7831 | 290.7831 | 290.7831 | 290.7831 |
Max Trade Drawdown | -1847007 | -152896 | -1844065 | -4269908 | -773255 | -4798023 |
Profit Factor | 0.3087 | 0.9711 | 0.1999 | 1.0038 | 2.0695 | 0.6215 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 149 | 68 | 81 | 73 | 41 | 32 |
Losing Trades | 44 | 28 | 16 | 120 | 55 | 65 |
Profitability (%) | 77.2021 | 70.8333 | 83.5052 | 37.8238 | 42.7083 | 32.9897 |
Ratio Avg Win / Avg Loss | 0.0912 | 0.3998 | 0.0395 | 1.6501 | 2.7762 | 1.2625 |
Largest Winning Trade | 42494 | 42494 | 29444 | 2098787 | 2098787 | 1950347 |
Largest Losing Trade | -1295982 | -53604 | -1295982 | -1796911 | -553766 | -1796911 |
Avg Bars in Trades | 114 | 128 | 100 | 114 | 128 | 100 |
Avg Bars in Winners | 42 | 42 | 41 | 170 | 200 | 132 |
Avg Bars in Losers | 357 | 336 | 395 | 79 | 74 | 84 |
Bars Traded | 22012 | 12307 | 9705 | 22012 | 12307 | 9705 |
Profit Streak | 80.2465 | 80.2465 | 121.0799 | 80.2465 | 80.2465 | 121.0799 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574687 | -576729 | -575179 | -550624 | 363363 | -584635 |
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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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