Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1073694.0531 | 34560.2783 | -1108254.3314 | 2115415.2801 | 158860.1398 | 1956555.1404 |
Total P&L (%) | -1073.6941 | 34.5603 | -1108.2543 | 2115.4153 | 158.8601 | 1956.5551 |
Avg Daily Profit (%) | -0.6015 | 0.0194 | -0.6208 | 0.1737 | 0.0533 | 0.1695 |
Buy And Hold Return (%) | 405.7673 | 405.7673 | 405.7673 | 405.7673 | 405.7673 | 405.7673 |
Max Trade Drawdown | -1511776 | -101578 | -1479776 | -2864532 | -587069 | -2725243 |
Profit Factor | 0.5207 | 1.0751 | 0.3773 | 1.238 | 1.0482 | 1.3499 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 209 | 92 | 117 | 209 | 91 | 118 |
Losing Trades | 133 | 79 | 54 | 133 | 80 | 53 |
Profitability (%) | 61.1111 | 53.8012 | 68.4211 | 61.1111 | 53.2164 | 69.0058 |
Ratio Avg Win / Avg Loss | 0.3314 | 0.9232 | 0.1742 | 0.7878 | 0.9215 | 0.6063 |
Largest Winning Trade | 25518 | 21790 | 25518 | 3041869 | 143909 | 3041869 |
Largest Losing Trade | -1357824 | -24065 | -1357824 | -2711091 | -212412 | -2711091 |
Avg Bars in Trades | 27 | 14 | 41 | 27 | 14 | 41 |
Avg Bars in Winners | 23 | 16 | 28 | 25 | 17 | 31 |
Avg Bars in Losers | 35 | 11 | 69 | 32 | 11 | 63 |
Bars Traded | 9548 | 2481 | 7067 | 9548 | 2481 | 7067 |
Profit Streak | 80.2636 | 80.5969 | 80.2636 | 80.2636 | 80.5969 | 80.2636 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575857 | -470314 | -577087 | 344901 | -454739 | 315887 |
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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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