Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1332776.1394 | -380560.4908 | -952215.6485 | -99918.4241 | 937269.9098 | -1037188.3339 |
Total P&L (%) | -1332.7761 | -380.5605 | -952.2156 | -99.9184 | 937.2699 | -1037.1883 |
Avg Daily Profit (%) | -0.9052 | -0.2585 | -0.6467 | -0.4818 | 0.159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1449351 | -445941 | -1022285 | -1359990 | -69283 | -1387327 |
Profit Factor | 0.5048 | 0.6303 | 0.4272 | 0.9533 | 3.3648 | 0.4043 |
Total Trades | 942 | 471 | 471 | 942 | 471 | 471 |
Winning Trades | 654 | 315 | 339 | 548 | 277 | 271 |
Losing Trades | 288 | 156 | 132 | 394 | 194 | 200 |
Profitability (%) | 69.4268 | 66.879 | 71.9745 | 58.1741 | 58.811 | 57.5372 |
Ratio Avg Win / Avg Loss | 0.2223 | 0.3121 | 0.1663 | 0.6854 | 2.3566 | 0.2983 |
Largest Winning Trade | 15794 | 15794 | 13349 | 333153 | 333153 | 284884 |
Largest Losing Trade | -631783 | -40395 | -631783 | -1359990 | -43250 | -1359990 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 7 | 7 | 7 | 13 | 15 | 10 |
Avg Bars in Losers | 43 | 47 | 38 | 26 | 28 | 24 |
Bars Traded | 17544 | 9879 | 7665 | 17544 | 9879 | 7665 |
Profit Streak | 13.55 | 21.4667 | 13.55 | 13.55 | 21.4667 | 13.55 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570886 | -574806 | -574148 | -572345 | 685699 | -576020 |
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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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