Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1033925.8402 | 36898.5988 | -1070824.439 | -732959.5241 | -9218817.415 | 8485857.8909 |
Total P&L (%) | -1033.9258 | 36.8986 | -1070.8244 | -732.9595 | -9218.8174 | 8485.8579 |
Avg Daily Profit (%) | -0.5703 | 0.0204 | -0.5907 | 0 | 0 | 0.2459 |
Buy And Hold Return (%) | 533.9764 | 533.9764 | 533.9764 | 533.9764 | 533.9764 | 533.9764 |
Max Trade Drawdown | -1143031 | -187881 | -1126036 | -22753295 | -16487820 | -6599339 |
Profit Factor | 0.4654 | 1.0873 | 0.2916 | 0.9826 | 0.6001 | 1.4455 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 189 | 95 | 94 | 132 | 65 | 67 |
Losing Trades | 104 | 52 | 52 | 161 | 82 | 79 |
Profitability (%) | 64.5051 | 64.6259 | 64.3836 | 45.0512 | 44.2177 | 45.8904 |
Ratio Avg Win / Avg Loss | 0.2561 | 0.5952 | 0.1613 | 1.1985 | 0.7571 | 1.7044 |
Largest Winning Trade | 38205 | 32416 | 38205 | 13461611 | 2624657 | 13461611 |
Largest Losing Trade | -615390 | -76098 | -615390 | -14597056 | -14597056 | -4266977 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 19 | 20 | 17 | 35 | 39 | 32 |
Avg Bars in Losers | 68 | 71 | 65 | 37 | 37 | 36 |
Bars Traded | 10723 | 5689 | 5034 | 10723 | 5689 | 5034 |
Profit Streak | 28.4465 | 61.1132 | 28.4465 | 0 | 0 | 0 |
Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575618 | -454243 | -577507 | -579503 | -583191 | 314946 |
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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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