Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -143293.2746 | 96571.6532 | -239864.9277 | 4890677.4969 | 1075537.116 | 3815140.3808 |
Total P&L (%) | -143.2933 | 96.5717 | -239.8649 | 4890.6775 | 1075.5371 | 3815.1404 |
Avg Daily Profit (%) | -0.0658 | 0.0444 | -0.1102 | 0.1798 | 0.1133 | 0.1686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -515937 | -119499 | -509633 | -952198 | -1294166 | -581927 |
Profit Factor | 0.875 | 1.2475 | 0.6826 | 1.7337 | 1.2723 | 2.4047 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 233 | 113 | 120 | 227 | 110 | 117 |
Losing Trades | 107 | 57 | 50 | 113 | 60 | 53 |
Profitability (%) | 68.5294 | 66.4706 | 70.5882 | 66.7647 | 64.7059 | 68.8235 |
Ratio Avg Win / Avg Loss | 0.4018 | 0.6293 | 0.2844 | 0.863 | 0.694 | 1.0893 |
Largest Winning Trade | 24090 | 23231 | 24090 | 903668 | 197499 | 903668 |
Largest Losing Trade | -355247 | -50287 | -355247 | -771631 | -771631 | -557781 |
Avg Bars in Trades | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Winners | 14 | 17 | 12 | 18 | 20 | 17 |
Avg Bars in Losers | 84 | 102 | 64 | 73 | 93 | 50 |
Bars Traded | 12513 | 7830 | 4683 | 12513 | 7830 | 4683 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576598 | -133093 | -577496 | 443678 | -40884 | 514522 |
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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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