Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1017604.0935 | 45688.0533 | -1063292.1468 | 1498110.5573 | -5499278.9483 | 6997389.5056 |
Total P&L (%) | -1017.6041 | 45.6881 | -1063.2921 | 1498.1106 | -5499.2789 | 6997.3895 |
Avg Daily Profit (%) | -0.5395 | 0.0242 | -0.5637 | 0.147 | 0 | 0.2262 |
Buy And Hold Return (%) | 399.5617 | 399.5617 | 399.5617 | 399.5617 | 399.5617 | 399.5617 |
Max Trade Drawdown | -1170965 | -98834 | -1175728 | -8158650 | -7918424 | -2178695 |
Profit Factor | 0.3558 | 1.1882 | 0.2046 | 1.0963 | 0.5017 | 2.5469 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 148 | 75 | 73 | 128 | 63 | 65 |
Losing Trades | 32 | 15 | 17 | 52 | 27 | 25 |
Profitability (%) | 82.2222 | 83.3333 | 81.1111 | 71.1111 | 70 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.0769 | 0.2376 | 0.0477 | 0.4454 | 0.215 | 0.9796 |
Largest Winning Trade | 16680 | 13342 | 16680 | 6148954 | 559539 | 6148954 |
Largest Losing Trade | -943302 | -79609 | -943302 | -7081120 | -7081120 | -1778775 |
Avg Bars in Trades | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Winners | 8 | 8 | 8 | 11 | 10 | 13 |
Avg Bars in Losers | 133 | 182 | 90 | 75 | 98 | 51 |
Bars Traded | 5485 | 3344 | 2141 | 5485 | 3344 | 2141 |
Profit Streak | 67.2392 | 87.2392 | 67.2392 | 67.2392 | 87.2392 | 67.2392 |
Trades During Streak | 17 | 9 | 8 | 17 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573682 | -335659 | -574930 | -109633 | -576602 | 542542 |
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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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