Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -988327.9193 | 113212.4743 | -1101540.3936 | 6200308.2921 | -9347250.6971 | 15547558.9892 |
Total P&L (%) | -988.3279 | 113.2125 | -1101.5404 | 6200.3083 | -9347.2507 | 15547.559 |
Avg Daily Profit (%) | -0.419 | 0.048 | -0.467 | 0.1758 | 0 | 0.2144 |
Buy And Hold Return (%) | 705.2974 | 705.2974 | 705.2974 | 705.2974 | 705.2974 | 705.2974 |
Max Trade Drawdown | -1164458 | -112861 | -1230397 | -37666518 | -20158149 | -20339634 |
Profit Factor | 0.5752 | 1.2747 | 0.4247 | 1.0846 | 0.751 | 1.4353 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 198 | 96 | 102 | 194 | 96 | 98 |
Losing Trades | 164 | 85 | 79 | 168 | 85 | 83 |
Profitability (%) | 54.6961 | 53.0387 | 56.3536 | 53.5912 | 53.0387 | 54.1436 |
Ratio Avg Win / Avg Loss | 0.4765 | 1.1286 | 0.3289 | 0.9393 | 0.665 | 1.2156 |
Largest Winning Trade | 55635 | 47097 | 55635 | 10440694 | 3627482 | 10440694 |
Largest Losing Trade | -516908 | -46989 | -516908 | -14047173 | -14047173 | -8343170 |
Avg Bars in Trades | 38 | 15 | 61 | 38 | 15 | 61 |
Avg Bars in Winners | 35 | 16 | 52 | 38 | 16 | 60 |
Avg Bars in Losers | 42 | 15 | 71 | 38 | 15 | 62 |
Bars Traded | 13920 | 2875 | 11046 | 13920 | 2875 | 11046 |
Profit Streak | 20.3561 | 21.3561 | 0 | 20.3561 | 21.3561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577722 | -293046 | -579562 | -118355 | -579163 | 360042 |
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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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