Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -935916.2187 | 311768.7437 | -1247684.9623 | 119534111.2467 | 19611757.3358 | 99922353.9108 |
Total P&L (%) | -935.9162 | 311.7687 | -1247.685 | 119534.1112 | 19611.7573 | 99922.3539 |
Avg Daily Profit (%) | -0.4121 | 0.1373 | -0.5494 | 0.3126 | 0.2329 | 0.3046 |
Buy And Hold Return (%) | 10377.1354 | 10377.1354 | 10377.1354 | 10377.1354 | 10377.1354 | 10377.1354 |
Max Trade Drawdown | -1316107 | -104927 | -1387476 | -56355868 | -51540818 | -52332865 |
Profit Factor | 0.5379 | 1.8326 | 0.2442 | 1.557 | 1.1574 | 2.1105 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 81 | 40 | 41 | 75 | 40 | 35 |
Losing Trades | 63 | 32 | 31 | 69 | 32 | 37 |
Profitability (%) | 56.25 | 55.5556 | 56.9444 | 52.0833 | 55.5556 | 48.6111 |
Ratio Avg Win / Avg Loss | 0.4183 | 1.4661 | 0.1846 | 1.4324 | 0.9259 | 2.2311 |
Largest Winning Trade | 115828 | 115828 | 29719 | 110209098 | 23980092 | 110209098 |
Largest Losing Trade | -566869 | -28968 | -566869 | -17286714 | -17286714 | -13638267 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 27 | 28 | 26 | 31 | 34 | 28 |
Avg Bars in Losers | 32 | 37 | 27 | 27 | 30 | 25 |
Bars Traded | 4265 | 2329 | 1936 | 4265 | 2329 | 1936 |
Profit Streak | 53.9186 | 116.4186 | 0 | 53.9186 | 116.4186 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578746 | -250246 | -658780 | 437244 | -125460 | -66774 |
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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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