Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1753003.719 | -75722.713 | -1677281.0061 | -53305.3112 | 5170367.064 | -5223672.3752 |
Total P&L (%) | -1753.0037 | -75.7227 | -1677.281 | -53.3053 | 5170.3671 | -5223.6724 |
Avg Daily Profit (%) | -0.9347 | -0.0404 | -0.8943 | -0.0406 | 0.2116 | 0 |
Buy And Hold Return (%) | 494.7587 | 494.7587 | 494.7587 | 494.7587 | 494.7587 | 494.7587 |
Max Trade Drawdown | -1969877 | -196677 | -1809645 | -4692497 | -659971 | -6069896 |
Profit Factor | 0.2647 | 0.8034 | 0.1609 | 0.9955 | 3.4442 | 0.4609 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 172 | 84 | 88 | 112 | 57 | 55 |
Losing Trades | 42 | 23 | 19 | 102 | 50 | 52 |
Profitability (%) | 80.3738 | 78.5047 | 82.243 | 52.3364 | 53.271 | 51.4019 |
Ratio Avg Win / Avg Loss | 0.0646 | 0.22 | 0.0347 | 0.9066 | 3.0212 | 0.4358 |
Largest Winning Trade | 23996 | 23996 | 16837 | 3068715 | 2250883 | 3068715 |
Largest Losing Trade | -1093329 | -60464 | -1093329 | -3770640 | -362362 | -3770640 |
Avg Bars in Trades | 33 | 41 | 26 | 33 | 41 | 26 |
Avg Bars in Winners | 9 | 9 | 9 | 43 | 57 | 28 |
Avg Bars in Losers | 132 | 157 | 103 | 23 | 23 | 24 |
Bars Traded | 7247 | 4417 | 2830 | 7247 | 4417 | 2830 |
Profit Streak | 26.8763 | 26.8763 | 64.6263 | 26.8763 | 26.8763 | 64.6263 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574268 | -576533 | -574774 | -577890 | 555130 | -578977 |
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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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