Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -596812.3863 | -120639.5169 | -476172.8694 | -102443.6152 | 911926.2223 | -1014369.8375 |
Total P&L (%) | -596.8124 | -120.6395 | -476.1729 | -102.4436 | 911.9262 | -1014.3698 |
Avg Daily Profit (%) | -0.4052 | -0.0819 | -0.3233 | 0 | 0.1572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -700766 | -248134 | -510893 | -1257133 | -263933 | -1160165 |
Profit Factor | 0.5623 | 0.7632 | 0.4425 | 0.9481 | 2.5676 | 0.2718 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 107 | 49 | 58 | 91 | 51 | 40 |
Losing Trades | 92 | 50 | 42 | 108 | 48 | 60 |
Profitability (%) | 53.7688 | 49.4949 | 58 | 45.7286 | 51.5152 | 40 |
Ratio Avg Win / Avg Loss | 0.4835 | 0.7787 | 0.3204 | 1.1252 | 2.4165 | 0.4078 |
Largest Winning Trade | 36480 | 36480 | 35900 | 481672 | 481672 | 149556 |
Largest Losing Trade | -451181 | -69439 | -451181 | -575125 | -133117 | -575125 |
Avg Bars in Trades | 14 | 19 | 8 | 14 | 19 | 8 |
Avg Bars in Winners | 7 | 7 | 6 | 22 | 31 | 10 |
Avg Bars in Losers | 22 | 32 | 10 | 7 | 7 | 6 |
Bars Traded | 2821 | 1978 | 843 | 2821 | 1978 | 843 |
Profit Streak | 11.3958 | 11.3958 | 13.8958 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577447 | -580352 | -578674 | -579452 | 459067 | -584676 |
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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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