Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -139147.4097 | 157888.5164 | -297035.9261 | 6100265.0366 | 1845355.3537 | 4254909.6829 |
Total P&L (%) | -139.1474 | 157.8885 | -297.0359 | 6100.265 | 1845.3554 | 4254.9097 |
Avg Daily Profit (%) | -0.064 | 0.0726 | -0.1365 | 0.1899 | 0.1365 | 0.1736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -641354 | -77784 | -615062 | -3988850 | -3099531 | -1858199 |
Profit Factor | 0.8806 | 1.5433 | 0.6605 | 1.3698 | 1.2591 | 1.454 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 105 | 46 | 59 | 99 | 44 | 55 |
Losing Trades | 50 | 32 | 18 | 56 | 34 | 22 |
Profitability (%) | 67.7419 | 58.9744 | 76.6234 | 63.871 | 56.4103 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.4193 | 1.0736 | 0.2015 | 0.7749 | 0.9729 | 0.5816 |
Largest Winning Trade | 46534 | 36618 | 46534 | 1612674 | 782979 | 1612674 |
Largest Losing Trade | -494959 | -43638 | -494959 | -1678951 | -1655331 | -1678951 |
Avg Bars in Trades | 82 | 57 | 107 | 82 | 57 | 107 |
Avg Bars in Winners | 61 | 40 | 78 | 66 | 44 | 84 |
Avg Bars in Losers | 126 | 82 | 203 | 110 | 75 | 164 |
Bars Traded | 12780 | 4507 | 8273 | 12780 | 4507 | 8273 |
Profit Streak | 0 | 0 | 293.661 | 0 | 0 | 293.661 |
Trades During Streak | 0 | 0 | 12 | 0 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577665 | -127484 | -617477 | 338602 | -45541 | -30202 |
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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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