Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1236692.4866 | 41304.1504 | -1277996.6369 | -539247.055 | -10834144.6181 | 10294897.5632 |
Total P&L (%) | -1236.6925 | 41.3042 | -1277.9966 | -539.2471 | -10834.1446 | 10294.8976 |
Avg Daily Profit (%) | -0.6796 | 0.0227 | -0.7023 | 0 | 0 | 0.2555 |
Buy And Hold Return (%) | 622.0322 | 622.0322 | 622.0322 | 622.0322 | 622.0322 | 622.0322 |
Max Trade Drawdown | -1339458 | -221826 | -1278950 | -28369460 | -17160064 | -16111120 |
Profit Factor | 0.477 | 1.0711 | 0.2834 | 0.9919 | 0.651 | 1.2929 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 118 | 59 | 59 | 120 | 55 | 65 |
Losing Trades | 130 | 65 | 65 | 128 | 69 | 59 |
Profitability (%) | 47.5806 | 47.5806 | 47.5806 | 48.3871 | 44.3548 | 52.4194 |
Ratio Avg Win / Avg Loss | 0.5255 | 1.18 | 0.3123 | 1.058 | 0.8167 | 1.1736 |
Largest Winning Trade | 108030 | 108030 | 55891 | 29657162 | 4165693 | 29657162 |
Largest Losing Trade | -711472 | -59465 | -711472 | -11895242 | -10046264 | -11895242 |
Avg Bars in Trades | 43 | 46 | 39 | 43 | 46 | 39 |
Avg Bars in Winners | 40 | 41 | 38 | 41 | 46 | 37 |
Avg Bars in Losers | 45 | 50 | 41 | 44 | 46 | 41 |
Bars Traded | 10698 | 5754 | 4944 | 10698 | 5754 | 4944 |
Profit Streak | 0.8534 | 0 | 1.1867 | 0 | 3.1867 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583526 | -471841 | -584725 | -578440 | -584170 | 311090 |
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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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