Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1267485.82 | -32041.1974 | -1235444.6226 | -110809.4136 | -3732225.5513 | 3621416.1377 |
Total P&L (%) | -1267.4858 | -32.0412 | -1235.4446 | -110.8094 | -3732.2256 | 3621.4161 |
Avg Daily Profit (%) | -0.6958 | -0.0176 | -0.6782 | 0 | 0 | 0.1987 |
Buy And Hold Return (%) | 675.0275 | 675.0275 | 675.0275 | 675.0275 | 675.0275 | 675.0275 |
Max Trade Drawdown | -1330347 | -135380 | -1290064 | -8722647 | -5416950 | -5062736 |
Profit Factor | 0.4376 | 0.9297 | 0.313 | 0.9954 | 0.6425 | 1.2699 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 139 | 64 | 75 | 146 | 73 | 73 |
Losing Trades | 142 | 77 | 65 | 135 | 68 | 67 |
Profitability (%) | 49.4662 | 45.3901 | 53.5714 | 51.9573 | 51.7731 | 52.1429 |
Ratio Avg Win / Avg Loss | 0.447 | 1.1185 | 0.2712 | 0.9204 | 0.5985 | 1.1655 |
Largest Winning Trade | 55294 | 29446 | 55294 | 10792571 | 947415 | 10792571 |
Largest Losing Trade | -686864 | -66649 | -686864 | -4364172 | -2830083 | -4364172 |
Avg Bars in Trades | 25 | 11 | 38 | 25 | 11 | 38 |
Avg Bars in Winners | 20 | 9 | 28 | 25 | 10 | 40 |
Avg Bars in Losers | 30 | 13 | 50 | 25 | 13 | 37 |
Bars Traded | 7081 | 1636 | 5445 | 7081 | 1636 | 5445 |
Profit Streak | 0 | 0 | 0 | 39.9315 | 39.9315 | 84.9315 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579237 | -580806 | -580498 | -577788 | -579903 | 300247 |
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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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