Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -861580.6941 | -224067.0079 | -637513.6861 | -99636.33 | 1072207.8691 | -1171844.1991 |
Total P&L (%) | -861.5807 | -224.067 | -637.5137 | -99.6363 | 1072.2079 | -1171.8442 |
Avg Daily Profit (%) | -0.5851 | -0.1522 | -0.433 | -0.3807 | 0.1673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1023489 | -314351 | -718649 | -1452469 | -92297 | -1571822 |
Profit Factor | 0.4366 | 0.5708 | 0.367 | 0.9514 | 4.6852 | 0.3342 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 120 | 54 | 66 | 80 | 43 | 37 |
Losing Trades | 46 | 29 | 17 | 86 | 40 | 46 |
Profitability (%) | 72.2892 | 65.0602 | 79.5181 | 48.1928 | 51.8072 | 44.5783 |
Ratio Avg Win / Avg Loss | 0.1674 | 0.3065 | 0.0945 | 1.0228 | 4.3583 | 0.4156 |
Largest Winning Trade | 25590 | 25590 | 17889 | 500378 | 500378 | 343242 |
Largest Losing Trade | -404904 | -63407 | -404904 | -1288602 | -92297 | -1288602 |
Avg Bars in Trades | 104 | 128 | 81 | 104 | 128 | 81 |
Avg Bars in Winners | 38 | 40 | 37 | 111 | 127 | 92 |
Avg Bars in Losers | 277 | 292 | 252 | 99 | 129 | 72 |
Bars Traded | 17402 | 10644 | 6758 | 17402 | 10644 | 6758 |
Profit Streak | 59.2601 | 85.2601 | 59.2601 | 59.2601 | 85.2601 | 59.2601 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575403 | -577471 | -575552 | -577328 | 598801 | -581764 |
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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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