Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -174896.8717 | 165346.0645 | -340242.9362 | 382399.9111 | -1264374.9503 | 1646774.8614 |
Total P&L (%) | -174.8969 | 165.3461 | -340.2429 | 382.3999 | -1264.375 | 1646.7749 |
Avg Daily Profit (%) | -0.0906 | 0.0856 | -0.1762 | 0.0815 | 0 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -510096 | -144757 | -504303 | -1477319 | -1641321 | -1030895 |
Profit Factor | 0.911 | 1.2113 | 0.7122 | 1.0462 | 0.7151 | 1.428 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 230 | 107 | 123 | 224 | 101 | 123 |
Losing Trades | 209 | 113 | 96 | 215 | 119 | 96 |
Profitability (%) | 52.3918 | 48.6364 | 56.1644 | 51.0251 | 45.9091 | 56.1644 |
Ratio Avg Win / Avg Loss | 0.8278 | 1.2792 | 0.5559 | 1.0041 | 0.8425 | 1.1146 |
Largest Winning Trade | 77318 | 77318 | 47577 | 2175430 | 333814 | 2175430 |
Largest Losing Trade | -313534 | -35824 | -313534 | -534590 | -503307 | -534590 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 7 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 9 | 7 | 11 | 8 | 7 | 10 |
Bars Traded | 3741 | 1669 | 2072 | 3741 | 1669 | 2072 |
Profit Streak | 22.0209 | 22.0209 | 23.5209 | 22.0209 | 22.0209 | 23.5209 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576385 | -77706 | -578076 | -249643 | -580449 | 317846 |
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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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