Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -464458.4445 | 24545.6191 | -489004.0636 | -474769.425 | 2584393.6053 | -3059163.0304 |
Total P&L (%) | -464.4584 | 24.5456 | -489.0041 | -474.7694 | 2584.3936 | -3059.163 |
Avg Daily Profit (%) | -0.264 | 0.014 | -0.2779 | 0 | 0.1872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -648628 | -100167 | -649108 | -7548321 | -2109022 | -7621503 |
Profit Factor | 0.7326 | 1.0741 | 0.6521 | 0.9855 | 1.3315 | 0.8769 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 257 | 114 | 143 | 133 | 78 | 55 |
Losing Trades | 97 | 63 | 34 | 221 | 99 | 122 |
Profitability (%) | 72.5989 | 64.4068 | 80.791 | 37.5706 | 44.0678 | 31.0734 |
Ratio Avg Win / Avg Loss | 0.2765 | 0.5936 | 0.155 | 1.6375 | 1.6899 | 1.945 |
Largest Winning Trade | 27641 | 16929 | 27641 | 8971204 | 2914087 | 8971204 |
Largest Losing Trade | -568930 | -39287 | -568930 | -3416856 | -886699 | -3416856 |
Avg Bars in Trades | 19 | 5 | 33 | 19 | 5 | 33 |
Avg Bars in Winners | 12 | 3 | 18 | 24 | 7 | 49 |
Avg Bars in Losers | 40 | 9 | 96 | 16 | 3 | 26 |
Bars Traded | 6966 | 976 | 5991 | 6966 | 976 | 5991 |
Profit Streak | 15.6249 | 0 | 73.6249 | 0 | 46.6249 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575138 | -316266 | -574590 | -580705 | 311252 | -584989 |
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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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