Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1134964.1876 | 40297.392 | -1175261.5797 | -2979108.8157 | -14878867.911 | 11899759.0954 |
Total P&L (%) | -1134.9642 | 40.2974 | -1175.2616 | -2979.1088 | -14878.8679 | 11899.7591 |
Avg Daily Profit (%) | -0.6155 | 0.0219 | -0.6374 | 0 | 0 | 0.26 |
Buy And Hold Return (%) | 706.054 | 706.054 | 706.054 | 706.054 | 706.054 | 706.054 |
Max Trade Drawdown | -1271982 | -180178 | -1256821 | -29367436 | -22545542 | -7440710 |
Profit Factor | 0.423 | 1.1134 | 0.2708 | 0.9475 | 0.5409 | 1.4898 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 159 | 76 | 83 | 99 | 43 | 56 |
Losing Trades | 62 | 34 | 28 | 122 | 67 | 55 |
Profitability (%) | 71.9457 | 69.0909 | 74.7748 | 44.7964 | 39.0909 | 50.4505 |
Ratio Avg Win / Avg Loss | 0.165 | 0.4981 | 0.0914 | 1.1676 | 0.8428 | 1.4632 |
Largest Winning Trade | 39764 | 39764 | 26174 | 18956799 | 4973307 | 18956799 |
Largest Losing Trade | -674838 | -76844 | -674838 | -19645147 | -19645147 | -4812785 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 18 | 17 | 19 | 52 | 50 | 54 |
Avg Bars in Losers | 124 | 121 | 128 | 44 | 49 | 39 |
Bars Traded | 10685 | 5459 | 5226 | 10685 | 5459 | 5226 |
Profit Streak | 0 | 91.5875 | 0 | 44.5875 | 0 | 45.0875 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576776 | -422953 | -577547 | -579423 | -585281 | 365371 |
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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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