Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1268745.5138 | -41097.4644 | -1227648.0494 | -656593.9539 | -5539400.1534 | 4882806.1996 |
Total P&L (%) | -1268.7455 | -41.0975 | -1227.648 | -656.594 | -5539.4002 | 4882.8062 |
Avg Daily Profit (%) | -0.6987 | -0.0226 | -0.6761 | 0 | 0 | 0.2155 |
Buy And Hold Return (%) | 683.8925 | 683.8925 | 683.8925 | 683.8925 | 683.8925 | 683.8925 |
Max Trade Drawdown | -1349429 | -205562 | -1276904 | -16909482 | -12595316 | -4756643 |
Profit Factor | 0.3687 | 0.9038 | 0.2243 | 0.9805 | 0.7081 | 1.3337 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 212 | 105 | 107 | 149 | 71 | 78 |
Losing Trades | 68 | 35 | 33 | 131 | 69 | 62 |
Profitability (%) | 75.7143 | 75 | 76.4286 | 53.2143 | 50.7143 | 55.7143 |
Ratio Avg Win / Avg Loss | 0.1183 | 0.3013 | 0.0692 | 0.862 | 0.6882 | 1.0602 |
Largest Winning Trade | 18805 | 15356 | 18805 | 10015573 | 2697098 | 10015573 |
Largest Losing Trade | -635743 | -75333 | -635743 | -10625079 | -10625079 | -4294053 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 8 | 7 | 8 | 22 | 25 | 20 |
Avg Bars in Losers | 78 | 87 | 68 | 27 | 29 | 25 |
Bars Traded | 7012 | 3847 | 3165 | 7012 | 3847 | 3165 |
Profit Streak | 7.1609 | 22.1609 | 0 | 0 | 0 | 11.1609 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575019 | -575889 | -576979 | -578618 | -580590 | 357617 |
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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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