Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -482223.6202 | 9957.5429 | -492181.1631 | 1935116.089 | -1317418.8625 | 3252534.9515 |
Total P&L (%) | -482.2236 | 9.9575 | -492.1812 | 1935.1161 | -1317.4189 | 3252.535 |
Avg Daily Profit (%) | -0.2231 | 0.0046 | -0.2277 | 0.1395 | 0 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -689986 | -134194 | -684485 | -2847004 | -3048425 | -1435083 |
Profit Factor | 0.6284 | 1.0256 | 0.4586 | 1.1915 | 0.7828 | 1.805 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 200 | 92 | 108 | 182 | 85 | 97 |
Losing Trades | 43 | 29 | 14 | 61 | 36 | 25 |
Profitability (%) | 82.3045 | 76.0331 | 88.5246 | 74.8971 | 70.2479 | 79.5082 |
Ratio Avg Win / Avg Loss | 0.1351 | 0.3233 | 0.0594 | 0.3993 | 0.3315 | 0.4652 |
Largest Winning Trade | 28404 | 28404 | 15676 | 2245276 | 442646 | 2245276 |
Largest Losing Trade | -524844 | -50571 | -524844 | -1435083 | -1287218 | -1435083 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 13 | 14 | 12 | 18 | 19 | 17 |
Avg Bars in Losers | 126 | 122 | 135 | 79 | 90 | 63 |
Bars Traded | 8166 | 4900 | 3266 | 8166 | 4900 | 3266 |
Profit Streak | 156.0615 | 156.0615 | 281.8115 | 156.0615 | 156.0615 | 281.8115 |
Trades During Streak | 21 | 10 | 19 | 21 | 10 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573638 | -541475 | -574086 | -11723 | -576825 | 509876 |
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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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