Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -308355.6494 | 49327.9334 | -357683.5829 | 20996.5928 | -3184848.7603 | 3205845.3531 |
Total P&L (%) | -308.3556 | 49.3279 | -357.6836 | 20.9966 | -3184.8488 | 3205.8454 |
Avg Daily Profit (%) | -0.1592 | 0.0255 | -0.1847 | 0.0098 | 0 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -492218 | -197405 | -477362 | -4395870 | -4564548 | -1087597 |
Profit Factor | 0.7415 | 1.1189 | 0.5401 | 1.0022 | 0.5453 | 2.3134 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 167 | 81 | 86 | 133 | 63 | 70 |
Losing Trades | 39 | 22 | 17 | 73 | 40 | 33 |
Profitability (%) | 81.068 | 78.6408 | 83.4951 | 64.5631 | 61.165 | 67.9612 |
Ratio Avg Win / Avg Loss | 0.1732 | 0.3039 | 0.1068 | 0.5501 | 0.3462 | 1.0906 |
Largest Winning Trade | 29816 | 29816 | 18239 | 2367977 | 833552 | 2367977 |
Largest Losing Trade | -312057 | -57454 | -312057 | -2550364 | -2550364 | -595007 |
Avg Bars in Trades | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Winners | 8 | 9 | 8 | 11 | 12 | 10 |
Avg Bars in Losers | 102 | 127 | 69 | 53 | 68 | 34 |
Bars Traded | 5445 | 3539 | 1904 | 5445 | 3539 | 1904 |
Profit Streak | 15.6589 | 53.9923 | 15.6589 | 15.6589 | 53.9923 | 15.6589 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573809 | -246311 | -574788 | -400793 | -577963 | 549251 |
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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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