Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2387735.9044 | -174781.1826 | -2212954.7219 | -98894.351 | 1652137.1007 | -1751031.4517 |
Total P&L (%) | -2387.7359 | -174.7812 | -2212.9547 | -98.8944 | 1652.1371 | -1751.0315 |
Avg Daily Profit (%) | -1.3375 | -0.0979 | -1.2396 | -0.252 | 0.1605 | 0 |
Buy And Hold Return (%) | 420.0853 | 420.0853 | 420.0853 | 420.0853 | 420.0853 | 420.0853 |
Max Trade Drawdown | -2559083 | -268153 | -2317780 | -19721376 | -212486 | -19691321 |
Profit Factor | 0.1599 | 0.5696 | 0.0916 | 0.9956 | 7.5614 | 0.922 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 142 | 67 | 75 | 140 | 66 | 74 |
Losing Trades | 40 | 24 | 16 | 42 | 25 | 17 |
Profitability (%) | 78.022 | 73.6264 | 82.4176 | 76.9231 | 72.5275 | 81.3187 |
Ratio Avg Win / Avg Loss | 0.045 | 0.204 | 0.0195 | 0.2987 | 2.8642 | 0.2118 |
Largest Winning Trade | 13276 | 13276 | 12980 | 20648349 | 1098619 | 20648349 |
Largest Losing Trade | -1175884 | -69511 | -1175884 | -19691321 | -161891 | -19691321 |
Avg Bars in Trades | 57 | 71 | 43 | 57 | 71 | 43 |
Avg Bars in Winners | 11 | 11 | 12 | 17 | 15 | 19 |
Avg Bars in Losers | 218 | 238 | 187 | 189 | 218 | 147 |
Bars Traded | 10395 | 6480 | 3915 | 10395 | 6480 | 3915 |
Profit Streak | 44.9634 | 47.6301 | 44.9634 | 44.9634 | 47.6301 | 44.9634 |
Trades During Streak | 22 | 11 | 11 | 22 | 11 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574327 | -576047 | -574984 | -574470 | 667258 | -575091 |
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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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