Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -811957.0282 | 158529.8262 | -970486.8544 | 6007030.2883 | 1935402.2365 | 4071628.0518 |
Total P&L (%) | -811.957 | 158.5298 | -970.4869 | 6007.0303 | 1935.4022 | 4071.6281 |
Avg Daily Profit (%) | -0.4445 | 0.0868 | -0.5313 | 0.2254 | 0.1651 | 0.2045 |
Buy And Hold Return (%) | 738.7701 | 738.7701 | 738.7701 | 738.7701 | 738.7701 | 738.7701 |
Max Trade Drawdown | -1158942 | -120269 | -1086592 | -5806407 | -3955217 | -3591452 |
Profit Factor | 0.4516 | 1.5802 | 0.1963 | 1.3731 | 1.1956 | 1.6561 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 99 | 47 | 52 | 95 | 45 | 50 |
Losing Trades | 23 | 14 | 9 | 27 | 16 | 11 |
Profitability (%) | 81.1475 | 77.0492 | 85.2459 | 77.8689 | 73.7705 | 81.9672 |
Ratio Avg Win / Avg Loss | 0.1049 | 0.4707 | 0.034 | 0.3903 | 0.4251 | 0.3643 |
Largest Winning Trade | 178053 | 178053 | 20022 | 4336225 | 4336225 | 4222187 |
Largest Losing Trade | -666570 | -70985 | -666570 | -2591467 | -2517976 | -2591467 |
Avg Bars in Trades | 41 | 54 | 28 | 41 | 54 | 28 |
Avg Bars in Winners | 19 | 25 | 13 | 24 | 29 | 20 |
Avg Bars in Losers | 136 | 151 | 112 | 99 | 123 | 64 |
Bars Traded | 5026 | 3297 | 1729 | 5026 | 3297 | 1729 |
Profit Streak | 112.4597 | 112.4597 | 276.1264 | 112.4597 | 112.4597 | 276.1264 |
Trades During Streak | 14 | 7 | 16 | 14 | 7 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574493 | -399414 | -736179 | 468557 | -159833 | -148277 |
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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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