Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1004805.2357 | 61395.6283 | -1066200.864 | 1835151.4999 | -10537162.4605 | 12372313.9604 |
Total P&L (%) | -1004.8052 | 61.3956 | -1066.2009 | 1835.1515 | -10537.1625 | 12372.314 |
Avg Daily Profit (%) | -0.5342 | 0.0326 | -0.5668 | 0.1576 | 0 | 0.2569 |
Buy And Hold Return (%) | 330.3741 | 330.3741 | 330.3741 | 330.3741 | 330.3741 | 330.3741 |
Max Trade Drawdown | -1147340 | -103368 | -1161519 | -14100662 | -13474798 | -3160528 |
Profit Factor | 0.369 | 1.2624 | 0.2152 | 1.0728 | 0.4253 | 2.7967 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 147 | 73 | 74 | 123 | 62 | 61 |
Losing Trades | 20 | 10 | 10 | 44 | 21 | 23 |
Profitability (%) | 88.024 | 87.9518 | 88.0952 | 73.6527 | 74.6988 | 72.619 |
Ratio Avg Win / Avg Loss | 0.0502 | 0.1729 | 0.0291 | 0.3838 | 0.144 | 1.0545 |
Largest Winning Trade | 15387 | 15387 | 12706 | 11039044 | 840265 | 11039044 |
Largest Losing Trade | -960835 | -79609 | -960835 | -12010089 | -12010089 | -1785434 |
Avg Bars in Trades | 32 | 39 | 25 | 32 | 39 | 25 |
Avg Bars in Winners | 9 | 9 | 8 | 13 | 13 | 14 |
Avg Bars in Losers | 206 | 261 | 150 | 85 | 119 | 54 |
Bars Traded | 5457 | 3317 | 2140 | 5457 | 3317 | 2140 |
Profit Streak | 62.104 | 82.104 | 62.104 | 62.104 | 82.104 | 62.104 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573297 | -310810 | -574372 | -129838 | -576172 | 626834 |
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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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