Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -566203.1521 | 160717.6868 | -726920.8389 | 21457420.1937 | 7193918.5546 | 14263501.6391 |
Total P&L (%) | -566.2032 | 160.7177 | -726.9208 | 21457.4202 | 7193.9186 | 14263.5016 |
Avg Daily Profit (%) | -0.2263 | 0.0642 | -0.2906 | 0.215 | 0.1716 | 0.1988 |
Buy And Hold Return (%) | 274.8674 | 274.8674 | 274.8674 | 274.8674 | 274.8674 | 274.8674 |
Max Trade Drawdown | -925474 | -82007 | -874109 | -7302060 | -5366894 | -8614395 |
Profit Factor | 0.5684 | 1.6891 | 0.326 | 1.9998 | 1.781 | 2.1643 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 84 | 35 | 49 | 80 | 43 | 37 |
Losing Trades | 69 | 41 | 28 | 73 | 33 | 40 |
Profitability (%) | 54.902 | 46.0526 | 63.6364 | 52.2876 | 56.5789 | 48.0519 |
Ratio Avg Win / Avg Loss | 0.4669 | 1.9786 | 0.1863 | 1.8248 | 1.3668 | 2.3398 |
Largest Winning Trade | 87229 | 87229 | 46118 | 17619157 | 8694022 | 17619157 |
Largest Losing Trade | -647740 | -21101 | -647740 | -3596218 | -2435195 | -3596218 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 40 | 40 | 40 | 45 | 47 | 43 |
Avg Bars in Losers | 53 | 56 | 47 | 46 | 50 | 43 |
Bars Traded | 7075 | 3733 | 3341 | 7075 | 3733 | 3341 |
Profit Streak | 132.1203 | 132.1203 | 137.4536 | 132.1203 | 132.1203 | 137.4536 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577923 | -319758 | -619307 | 521323 | -37306 | -29188 |
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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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